Maximum Likelihood Estimation by Monte Carlo Simulation: Toward Data-Driven Stochastic Modeling
- Yijie Peng ,
Corresponding Author
Yijie Peng
[email protected]https://orcid.org/0000-0003-2584-8131
Department of Management Science and Information Systems, Guanghua School of Management, Peking University, 100871 Beijing, China;
- Michael C. Fu,
Michael C. Fu
[email protected]Robert H. Smith School of Business and Institute for Systems Research, University of Maryland, College Park, Maryland 20742;
- Bernd Heidergott,
Bernd Heidergott
[email protected]Department of Econometrics and Operations Research, Vrije Universiteit Amsterdam, 1081 HV Amsterdam, Netherlands;
- Henry Lam
Henry Lam
[email protected]Department of Industrial Engineering and Operations Research, Columbia University, New York, New York 10027
Corresponding Author
Yijie Peng
[email protected]https://orcid.org/0000-0003-2584-8131
Department of Management Science and Information Systems, Guanghua School of Management, Peking University, 100871 Beijing, China;
Michael C. Fu
[email protected]Robert H. Smith School of Business and Institute for Systems Research, University of Maryland, College Park, Maryland 20742;
Bernd Heidergott
[email protected]Department of Econometrics and Operations Research, Vrije Universiteit Amsterdam, 1081 HV Amsterdam, Netherlands;
Henry Lam
[email protected]Department of Industrial Engineering and Operations Research, Columbia University, New York, New York 10027
