Bayesian Inference via Filtering Equations for Ultrahigh Frequency Data (I): Model and Estimation

Grace X. Hu, David R. Kuipers, Yong Zeng. Bayesian Inference via Filtering Equations for Ultrahigh Frequency Data (I): Model and Estimation. SIAM/ASA J. Uncertain. Quantification, 6(1):34-60, 2018. [doi]

Abstract

Abstract is missing.