Maximum Likelihood Estimation by Monte Carlo Simulation: Toward Data-Driven Stochastic Modeling
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Publication:5144802
DOI10.1287/opre.2019.1978zbMath1460.62035OpenAlexW3095248924MaRDI QIDQ5144802
Yijie Peng, Michael C. Fu, Henry Lam, Bernd F. Heidergott
Publication date: 19 January 2021
Published in: Operations Research (Search for Journal in Brave)
Full work available at URL: https://research.vu.nl/en/publications/cbb75b5c-4e63-4368-8a4f-9cc593ac3f02
Asymptotic properties of parametric estimators (62F12) Computational methods for problems pertaining to statistics (62-08) Monte Carlo methods (65C05) Stochastic approximation (62L20)
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