Abstract
We give a general Gaussian bound for the first chaos (or innovation) of point processes with stochastic intensity constructed by embedding in a bivariate Poisson process. We apply the general result to nonlinear Hawkes processes, providing quantitative central limit theorems.
Citation
Giovanni Luca Torrisi. "Gaussian approximation of nonlinear Hawkes processes." Ann. Appl. Probab. 26 (4) 2106 - 2140, August 2016. https://doi.org/10.1214/15-AAP1141
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