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.
(1984) ‘Asymptotic coefficients of Hermite function series.’J
1 Pith paper cite this work. Polarity classification is still indexing.
1
Pith paper citing it
fields
econ.EM 1years
2019 1verdicts
CONDITIONAL 1representative citing papers
citing papers explorer
-
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.