Asymptotics of Monte Carlo maximum likelihood estimators

Published 19 Dec 2014 in stat.ME | (1412.6371v1)

Abstract: We describe Monte Carlo approximation to the maximum likelihood estimator in models with intractable norming constants and explanatory variables. We consider both sources of randomness (due to the initial sample and to Monte Carlo simulations) and prove asymptotical normality of the estimator.

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