Normal Approximation of Compound Hawkes Functionals - Khabou, Mahmoud; Privault, Nicolas; Réveillac, Anthony (Journal of theoretical probability, 2024)
Keywords: Approximation; Convergence; Estimates; Mathematical analysis; Mathematics; Mathematics and Statistics; Probability Theory and Stochastic Processes; Random variables; Statistics; Normal approximation; 60G57; Stein’s method; 60G55; 60H07; Malliavin calculus; Hawkes processes; 60F05; normal approximation; Stein method; Malliavin calculus Mathematics Subject Classification : 60G55; Hawkes processes Stein method normal approximation Malliavin calculus Mathematics Subject Classification : 60G55