Nonparametric Identification of Nonlinear Time Series: Selecting Significant Lags
Dag Tjøstheim, Bjorn H. Auestad · Journal of the American Statistical Association · 1994
Dag Tjostheim, Bjorn H. Auestad, Nonparametric Identification of Nonlinear Time Series: Selecting Significant Lags, Journal of the American Statistical Association, Vol. 89, No. 428 (Dec., 1994), pp. 1410-1419