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 |