In this article we suggest a nonparametric procedure for selecting significant lags in the model description of a general nonlinear stationary time series. The procedure can be applied to both the ...

https://doi.org/10.5325/style.54.2.0172 • https://www.jstor.org/stable/10.5325/style.54.2.0172 Copy URL ABSTRACT: What allows an audience to make sense of stories ...