统计特征问题

[welcomeyou2019]

您好，您在文中提到‘The sampling that we are used to seeing is time sampled (we get bars every 1min), but this is known to exhibit non stationarities and the returns are not normally distributed. So, as explained in Advances in Financial Machine Learning, we are going to sample it according to the number of ticks, or the amount of volume or the amount of dollars traded’，这段是否有文献支撑呢？我尝试了按number of ticks, or the amount of volume or the amount of dollars traded这几种方式进行sampling并画出统计图，但是并没有呈现出任何统计特征出来。