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Yang, Lijian and Tschernig, Rolf (2002) Non- and semiparametric identification of seasonal nonlinear autoregression models. Econometric Theory 18, pp. 1408-1448.
Tschernig, Rolf and Yang, Lijian (2000) Nonparametric lag selection for time series. Journal Of Time Series Analysis 21, pp. 457-487.