Normal approximation of compound Hawkes functionals (Q6204793)

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scientific article; zbMATH DE number 7826603
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English
Normal approximation of compound Hawkes functionals
scientific article; zbMATH DE number 7826603

    Statements

    title
    Normal approximation of compound Hawkes functionals (English)
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    arXiv ID
    2209.03621
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    author
    Mahmoud Khabou
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    Nicolas Privault
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    Anthony Réveillac
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    publication date
    2 April 2024
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    Mathematics Subject Classification ID
    60G55
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    60F05
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    60G57
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    60H07
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    zbMATH DE Number
    7826603
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    zbMATH Keywords
    Hawkes processes
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    Stein's method
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    normal approximation
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    Malliavin calculus
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