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Estimation of time-varying parameters in statistical models : an optimization approachJanuary 1997 (has links)
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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