We consider the behavior of spatial point processes when subjected to a class of linear transformations indexed by a variable T. It was shown in Ellis [Adv. in Appl. Probab. 18 (1986) 646–659] that, under mild assumptions, the transformed processes behave approximately like Poisson processes for large T. In this article, under very similar assumptions, explicit upper bounds are given for the d₂-distance between the corresponding point process distributions. A number of related results, and applications to kernel density estimation and long range dependence testing are also presented. The main results are proved by applying a generalized Stein–Chen method to discretized versions of the point processes.