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
Normal approximation of compound Hawkes functionals (English)
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2 April 2024
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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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0.8526125550270081
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0.8057277798652649
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0.7928193211555481
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0.7510502934455872
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