ML Anthology

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

Dimitris Bertsimas, David Gamarnik, John N. Tsitsiklis
MLJ 1999 pp. 225-245
doi:10.1023/A:1007586831473 /mlj/1999/bertsimas1999mlj-estimation/
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Text

Bertsimas et al. "Estimation of Time-Varying Parameters in Statistical Models: An Optimization Approach." Machine Learning, 1999. doi:10.1023/A:1007586831473

Markdown

[Bertsimas et al. "Estimation of Time-Varying Parameters in Statistical Models: An Optimization Approach." Machine Learning, 1999.](https://mlanthology.org/mlj/1999/bertsimas1999mlj-estimation/) doi:10.1023/A:1007586831473

BibTeX

@article{bertsimas1999mlj-estimation,
  title     = {{Estimation of Time-Varying Parameters in Statistical Models: An Optimization Approach}},
  author    = {Bertsimas, Dimitris and Gamarnik, David and Tsitsiklis, John N.},
  journal   = {Machine Learning},
  year      = {1999},
  pages     = {225-245},
  doi       = {10.1023/A:1007586831473},
  volume    = {35},
  url       = {https://mlanthology.org/mlj/1999/bertsimas1999mlj-estimation/}
}