Mahmoud Khabou

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
The Markov approximation of the periodic multivariate Poisson autoregression Electronic Journal of Statistics	2026-03-20	Paper
Poisson Autoregression on a Large Network with a Stochastic Block Model Structure (available as arXiv preprint)	2026-01-01	Paper
Gaussian approximation and moderate deviations of Poisson shot noises with application to compound generalized Hawkes processes Advances in Applied Probability	2025-03-21	Paper
Markov approximation for controlled Hawkes Jump-Diffusions with general kernels (available as arXiv preprint)	2025-01-01	Paper
Normal approximation of compound Hawkes functionals Journal of Theoretical Probability	2024-04-02	Paper
Functional approximation of the marked Hawkes risk process (available as arXiv preprint)	2024-01-01	Paper
Gaussian Approximation and Moderate Deviations of Poisson Shot Noises with Application to Compound Generalized Hawkes Processes (available as arXiv preprint)	2024-01-01	Paper
Nonlinear Poisson autoregression and nonlinear Hawkes processes Stochastic Processes and their Applications	2023-06-19	Paper
The Malliavin-Stein method for Hawkes functionals (available as arXiv preprint)	2023-01-09	Paper
The Malliavin-Stein method for Hawkes functionals	2023-01-09	Paper
Malliavin-Stein method for the multivariate compound Hawkes process	2021-09-16	Paper
Convergence of the Discrete-Time Compound Hawkes Processwith Exponential or Erlang Kernel	2021-06-25	Paper
Convergence of the Discrete-Time Compound Hawkes Processwith Exponential or Erlang Kernel (available as arXiv preprint)	2021-01-01	Paper
Malliavin-Stein method for the multivariate compound Hawkes process (available as arXiv preprint)	2021-01-01	Paper

Research outcomes over time

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