Maximum likelihood estimation by Monte Carlo simulation : toward data-driven stochastic modeling
Yijie Peng, Michael C. Fu, Bernd Heidergott, Henry Lam
| Year of publication: |
2020
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|---|---|
| Authors: | Peng, Yijie ; Fu, Michael ; Heidergott, Bernd ; Lam, Henry |
| Published in: |
Operations research. - Catonsville, MD : INFORMS, ISSN 0030-364X, ZDB-ID 123389-0. - Vol. 68.2020, 6, p. 1896-1912
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| Subject: | simulation | sensitivity analysis | generalized likelihood ratio method | gradient-based MLE | Monte-Carlo-Simulation | Monte Carlo simulation | Simulation | Maximum-Likelihood-Schätzung | Maximum likelihood estimation | Schätztheorie | Estimation theory | Sensitivitätsanalyse | Sensitivity analysis | Stochastischer Prozess | Stochastic process |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1287/opre.2019.1978 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012392175