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Author

Adam Waterbury

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Preprint Sep 2026

RKHS-Based Inference for Nonlinear Granger Causality via Conditional Centering

This work proposes a reproducing kernel Hilbert space (RKHS)-based test for nonlinear Granger non-causality in conditional mean for nonlinear autoregressive processes and establishes a weighted chi-square null limit and consistency against fixed alternatives for the population-centered statistic.

Yu-Han Tian, Adam Waterbury, Marie-Christine Düker · 0 citations

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