The Malliavin-Stein method for Hawkes functionals (Q5870399)

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scientific article; zbMATH DE number 7639707
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The Malliavin-Stein method for Hawkes functionals
scientific article; zbMATH DE number 7639707

    Statements

    author
    Lorick Huang
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    Mahmoud Khabou
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    Anthony Réveillac
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    Caroline Hillairet
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    publication date
    9 January 2023
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    zbMATH Keywords
    Hawkes process
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    Malliavin's calculus
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    Stein's method
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    quantitative limit theorems
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    arXiv classification
    math.PR
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    Identifiers

    Mathematics Subject Classification ID
    60G55
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    60H07
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    60F99
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    zbMATH DE Number
    7639707
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