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

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.
URI: http://koha.mediu.edu.my:8181/xmlui/handle/1721
Date: 2013-06-05

Description:

 
Dimitris Bertsimas, David Gamarnik, John N. Tsitsiklis.
 
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
 

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