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

DOI10.1023/A:1007586831473zbMath0937.62040OpenAlexW4239199982MaRDI QIDQ1964326

John N. Tsitsiklis, David Gamarnik, Dimitris J. Bertsimas

Publication date: 13 June 2000

Published in: Machine Learning (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1007586831473

zbMATH Keywords

convex optimizationVC dimension

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Convex programming (90C25) Applications of mathematical programming (90C90)

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