Reference for the teaching of not-self I have heard in the past a kind of argument to show that there is no self along the lines of: are you your body? No, your cells regenerate all the time. Are you your emotions? No, they come and go. Are you ... ? The questioning goes on and on like that till there is nothing left. Is that argument actually found in the sutras? If yes, in which one?
Not-self (Anatta) is a teaching which is difficult even to understand by an advanced practitioner. Anatta Lakhana Sutta is the direct teaching of this doctrine. 
https://www.accesstoinsight.org/tipitaka/sn/sn22/sn22.059.mend.html