  The work concerns a class of path-dependent McKean-Vlasov stochastic
differential equations with unknown parameters. First, we prove the existence
and uniqueness of these equations under non-Lipschitz conditions. Second, we
construct maximum likelihood estimators of these parameters and then discuss
their strong consistency. Third, a numerical simulation method for the class of
path-dependent McKean-Vlasov stochastic differential equations is offered.
Moreover, we estimate the errors between solutions of these equations and that
of their numerical equations. Finally, we give an example to explain our
result.
