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

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

Identiferoai:union.ndltd.org:MIT/oai:dspace.mit.edu:1721.1/3452
Date January 1997
ContributorsBertsimas, Dimitris., Gamarnik, David., Tsitsiklis, John N., Massachusetts Institute of Technology. Laboratory for Information and Decision Systems.
PublisherMassachusetts Institute of Technology, Laboratory for Information and Decision Systems
Source SetsM.I.T. Theses and Dissertation
LanguageEnglish
Detected LanguageEnglish
Format[11] p., 1146386 bytes, application/pdf
RelationLIDS-P ; 2387

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