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

Bertsimas et al. "Estimation of Time-Varying Parameters in Statistical Models: An Optimization Approach." Annual Conference on Computational Learning Theory, 1997. doi:10.1145/267460.267519

[Bertsimas et al. "Estimation of Time-Varying Parameters in Statistical Models: An Optimization Approach." Annual Conference on Computational Learning Theory, 1997.](https://mlanthology.org/colt/1997/bertsimas1997colt-estimation/) doi:10.1145/267460.267519

@inproceedings{bertsimas1997colt-estimation,
  title     = {{Estimation of Time-Varying Parameters in Statistical Models: An Optimization Approach}},
  author    = {Bertsimas, Dimitris and Gamarnik, David and Tsitsiklis, John N.},
  booktitle = {Annual Conference on Computational Learning Theory},
  year      = {1997},
  pages     = {314-324},
  doi       = {10.1145/267460.267519},
  url       = {https://mlanthology.org/colt/1997/bertsimas1997colt-estimation/}
}