基于样本外分布回测的随机过程统计推断方法
潘慧峰, 袁军, 高鹏
A Statistical InferenceApproach for the Selection of Stochastic Process Based on Back Testing of Out-of-sample Distribution
PAN Hui-feng, YUAN Jun, GAO Peng
中国管理科学
.
2018, (4): 155
-162
.
DOI: 10.16381/j.cnki.issn1003-207x.2018.04.017
