The Malliavin-Stein method for Hawkes functionals
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Publication:5870399
zbMath1502.60073arXiv2104.01583MaRDI QIDQ5870399
Anthony Réveillac, Lorick Huang, Mahmoud Khabou, Caroline Hillairet
Publication date: 9 January 2023
Full work available at URL: https://arxiv.org/abs/2104.01583
Stochastic calculus of variations and the Malliavin calculus (60H07) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Limit theorems in probability theory (60F99)
Related Items
Bayesian estimation of nonlinear Hawkes processes ⋮ Diffusive limits of Lipschitz functionals of Poisson measures
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