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

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