A unified framework showing when maximum approximated likelihood estimators are consistent and asymptotically normal, with explicit rates for required integration points for simulation, QMC, Gaussian quadrature, and sparse grids.
(2001) ‘Quasi-random maximum simulated likelihood estimation of the mixed multinomial logit model.’Transportation Research Part B: Methodological35(7), 677– 693
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Maximum Approximated Likelihood Estimation
A unified framework showing when maximum approximated likelihood estimators are consistent and asymptotically normal, with explicit rates for required integration points for simulation, QMC, Gaussian quadrature, and sparse grids.