The Malliavin-Stein method for Hawkes functionals. Link
Normal approximation of compound Hawkes functionals. Link
Nonlinear Poisson autoregression and nonlinear Hawkes processes. Link
Gaussian Approximation and Moderate Deviations of Poisson Shot Noises with Application to Compound Generalized Hawkes Processes. Link
The Malliavin-Stein method for the multivariate compound Hawkes process. Link
Functional approximation of the marked Hawkes risk process. Link
The Markov approximation of the periodic multivariate Poisson autoregression. Link
Markov approximation for controlled Hawkes Jump-Diffusions with general kernels. Link
Ed Cohen, Laure Coutin, Caroline Hillairet, Lorick Huang, Nicolas Privault, Anthony Réveillac, Mehdi Talbi,
Giovanni Luca Torrisi and Almut Veraart.