Normal approximation of functionals of point processes: application to Hawkes processes

DOI10.1214/26-EJP1580MaRDI QIDQ7324043zbMATH OpenFDO

Authors L. Coutin, Benjamin Massat, Anthony Réveillac

Publication date 2 September 2026

Published in Electronic Journal of Probability (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://projecteuclid.org/journals/electronic-journal-of-probability/volume-31/issue-none/Normal-approximation-of-Functionals-of-Point-Processes-Application-to/10.1214/26-EJP1580.full

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Functional limit theorems; invariance principles (60F17) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Stochastic calculus of variations and the Malliavin calculus (60H07)

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