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"Bayesian Inference via Filtering Equations for Ultrahigh Frequency Data ..."

Grace X. Hu, David R. Kuipers, Yong Zeng (2018)

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DOI: 10.1137/16M1094762

access: closed

type: Journal Article

metadata version: 2019-08-08

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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)

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