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

DOI10.1023/A:1007586831473MaRDI QIDQ1964326zbMATH OpenOpenAlexFDO

Authors David Gamarnik, John N. Tsitsiklis, Dimitris 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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