Asymptotics of Monte Carlo maximum likelihood estimators
  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. 
Blazej Miasojedow, Wojciech Niemiro, Jan Palczewski, Wojciech Rejchel
stat.ME