Nonparametric Identification of Nonlinear Time Series: Selecting Significant Lags
提出一种非参数方法，用于识别非线性时间序列中的显著滞后项，帮助研究者从数据中筛选出重要的滞后变量。
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