Asymptotics of Monte Carlo maximum likelihood estimators

MaRDI QIDQ2958728zbMATH OpenFDO

Authors Błażej Miasojedow, Wojciech Niemiro, Jan Palczewski, Wojciech Rejchel

Publication date 3 February 2017

Full work available at URL https://arxiv.org/abs/1412.6371, http://www.math.uni.wroc.pl/~pms/publicationsArticle.php?nr=36.2&nrA=7&ppB=295&ppE=310

zbMATH Keywords

maximum likelihood estimationempirical processimportance samplingMonte Carlo methodasymptotic statistics

Mathematics Subject Classification ID

Point estimation (62F10) Asymptotic properties of parametric estimators (62F12) Monte Carlo methods (65C05) Central limit and other weak theorems (60F05)

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(10)

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• A note on Monte Carlo maximization by the density ratio model
• Asymptotic normality of the maximum likelihood estimator for cooperative sequential adsorp\-tion
• Maximum likelihood estimation of parameters of a random variable using Monte Carlo methods

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