Maximum likelihood estimation by Monte Carlo simulation: toward data-driven stochastic modeling
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Publication:5144802
DOI10.1287/OPRE.2019.1978zbMATH Open1460.62035OpenAlexW3095248924MaRDI QIDQ5144802FDOQ5144802
Authors: Yijie Peng, Michael C. Fu, Henry Lam, Bernd 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
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Cited In (7)
- Monte Carlo and Quasi–Monte Carlo Density Estimation via Conditioning
- Density Estimation by Monte Carlo and Quasi-Monte Carlo
- A quasi-likelihood approach to parameter estimation for simulatable statistical models
- A Stochastic Approximation Method for Simulation-Based Quantile Optimization
- Calibrating nonstationary queueing network models
- An empirical quantile estimation approach for chance-constrained nonlinear optimization problems
- Title not available (Why is that?)
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