Normal approximation of compound Hawkes functionals (Q6204793)
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scientific article; zbMATH DE number 7826603
| Language | Label | Description | Also known as |
|---|---|---|---|
| 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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