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math.PR2025
Quantification of limit theorems for Hawkes processes
Laure Coutin, Benjamin Massat, Anthony Réveillac
In this article, we fill a gap in the literature regarding quantitative functional central limit theorems (qfCLT) for Hawkes processes by providing an upper bound for the convergen…
math.PR2025
Normal approximation of Functionals of Point Processes: Application to Hawkes Processes
Laure Coutin, Benjamin Massat, Anthony Réveillac
In this paper, we derive an explicit upper bound for the Wasserstein distance between a functional of point processes and a Gaussian distribution. Using Stein's method in conjuncti…