17 citations · 122 across the 28 of their papers we have counts for
3 papers · 1 filter
Asymptotics of Monte Carlo maximum likelihood estimators
Blazej Miasojedow, Wojciech Niemiro, Jan Palczewski +1
We describe Monte Carlo approximation to the maximum likelihood estimator in models with intractable norming constants and explanatory variables. We consider both sources of random…
Adaptive Monte Carlo Maximum Likelihood
Blazej Miasojedow, Wojciech Niemiro, Jan Palczewski +1
We consider Monte Carlo approximations to the maximum likelihood estimator in models with intractable norming constants. This paper deals with adaptive Monte Carlo algorithms, whic…
Infinite horizon stopping problems with (nearly) total reward criteria
Jan Palczewski, Lukasz Stettner
We study an infinite horizon optimal stopping problem which arises naturally in the optimal timing of a firm/project sale or in the valuation of natural resources: the functional t…