Estimation of time-varying parameters in statistical models : an optimization approach

Caption title.

Bibliographic Details
Other Authors: Bertsimas, Dimitris.
Language:eng
Published: Massachusetts Institute of Technology, Laboratory for Information and Decision Systems 2003
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Online Access:http://hdl.handle.net/1721.1/3452
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author2 Bertsimas, Dimitris.
author_facet Bertsimas, Dimitris.
collection MIT
description Caption title.
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spelling mit-1721.1/34522019-04-12T08:14:23Z Estimation of time-varying parameters in statistical models : an optimization approach Bertsimas, Dimitris. Gamarnik, David. Tsitsiklis, John N. Massachusetts Institute of Technology. Laboratory for Information and Decision Systems. TK7855.M41 E3845 no.2387 Caption title. Includes bibliographical references (p. [11]). Supported by the NSF, Presidential Young Investigator Award, with matching funds from Draper Laboratory, DDM-9158118 Supported by a grant from ARO. DAAL-03-92-G-0115 Dimitris Bertsimas, David Gamarnik, John N. Tsitsiklis. 2003-04-29T15:42:57Z 2003-04-29T15:42:57Z 1997 http://hdl.handle.net/1721.1/3452 eng LIDS-P ; 2387 [11] p. 1146386 bytes application/pdf application/pdf Massachusetts Institute of Technology, Laboratory for Information and Decision Systems
spellingShingle TK7855.M41 E3845 no.2387
Estimation of time-varying parameters in statistical models : an optimization approach
title Estimation of time-varying parameters in statistical models : an optimization approach
title_full Estimation of time-varying parameters in statistical models : an optimization approach
title_fullStr Estimation of time-varying parameters in statistical models : an optimization approach
title_full_unstemmed Estimation of time-varying parameters in statistical models : an optimization approach
title_short Estimation of time-varying parameters in statistical models : an optimization approach
title_sort estimation of time varying parameters in statistical models an optimization approach
topic TK7855.M41 E3845 no.2387
url http://hdl.handle.net/1721.1/3452