Estimation of Time-Varying Parameters in Statistical Models: An Optimization Approach


Authored By:Dimitris Bertsimas, David Gamarnik and John N. Tsitsiklis
Paper Title:Estimation of Time-Varying Parameters in Statistical Models: An Optimization Approach
In:Machine Learning
Number 3 Vol. 35
Publisher:Kluwer Academic Publishers, Boston
Publication Date: 1999
Pages:225-245