There is a Sanskrit specialist, Kamaleswar Bhattacharya, who notes that the Buddha never said that there is no self – only that the 5 skandhas (your body with its mental and physical processes – which are transient and subject to pain and suffering) are not self:
The Buddha did not say, “There is no atman.”
He simply said, in speaking of the skandha/khandhas, ephemeral and painful, which constitute the psycho-physical being of a man:
n’etam mama, n’eso ‘ham asmi, na m’eso atta
This is not mine, I am not this, this is not my atman.
The Atman-Brahman in Ancient Buddhism – Kamaleswar Bhattacharya, Ph.D. p6