Bayesian Inference via Filtering Equations for Ultrahigh Frequency Data (II): Model Selection

Grace X. Hu, David R. Kuipers, Yong Zeng. Bayesian Inference via Filtering Equations for Ultrahigh Frequency Data (II): Model Selection. SIAM/ASA J. Uncertain. Quantification, 6(1):61-86, 2018. [doi]

Abstract

Abstract is missing.