Maximum Likelihood Estimation by Monte Carlo Simulation: Toward Data-Driven Stochastic Modeling-Reference-Cited by-同舟云学术

Maximum Likelihood Estimation by Monte Carlo Simulation: Toward Data-Driven Stochastic Modeling

Author:

Peng Yijie¹^ORCID,Fu Michael C.²,Heidergott Bernd³,Lam Henry⁴

Affiliation:

1. Department of Management Science and Information Systems, Guanghua School of Management, Peking University, 100871 Beijing, China;

2. Robert H. Smith School of Business and Institute for Systems Research, University of Maryland, College Park, Maryland 20742;

3. Department of Econometrics and Operations Research, Vrije Universiteit Amsterdam, 1081 HV Amsterdam, Netherlands;

4. Department of Industrial Engineering and Operations Research, Columbia University, New York, New York 10027

Abstract

A Simulation-Based Approach for Calibrating Stochastic Models

Publisher

Institute for Operations Research and the Management Sciences (INFORMS)

Subject

Management Science and Operations Research,Computer Science Applications

Reference41 articles.

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