Gaussian limits for vector-valued multiple stochastic integrals G Peccati, CA Tudor Séminaire de Probabilités XXXVIII, 247-262, 2005 | 310 | 2005 |
Stochastic evolution equations with fractional Brownian motion S Tindel, CA Tudor, F Viens Probability Theory and Related Fields 127, 186-204, 2003 | 287 | 2003 |
Analysis of the Rosenblatt process CA Tudor ESAIM: Probability and statistics 12, 230-257, 2008 | 236 | 2008 |
Statistical aspects of the fractional stochastic calculus CA Tudor, FG Viens | 202 | 2007 |
On bifractional Brownian motion F Russo, CA Tudor Stochastic Processes and their applications 116 (5), 830-856, 2006 | 199 | 2006 |
Analysis of variations for self-similar processes: a stochastic calculus approach C Tudor Springer Science & Business Media, 2013 | 198 | 2013 |
Central and non-central limit theorems for weighted power variations of fractional Brownian motion I Nourdin, D Nualart, CA Tudor Annales de l'IHP Probabilités et statistiques 46 (4), 1055-1079, 2010 | 154 | 2010 |
Sample path properties of bifractional Brownian motion CA Tudor, Y Xiao | 115 | 2007 |
Variations and estimators for self-similarity parameters via Malliavin calculus CA Tudor, FG Viens | 114 | 2009 |
Wiener integrals with respect to the Hermite process and a non-central limit theorem M Maejima, CA Tudor Stochastic analysis and applications 25 (5), 1043-1056, 2007 | 114 | 2007 |
Wiener integrals, Malliavin calculus and covariance measure structure I Kruk, F Russo, CA Tudor Journal of Functional Analysis 249 (1), 92-142, 2007 | 95 | 2007 |
Tanaka formula for the fractional Brownian motion L Coutin, D Nualart, CA Tudor Stochastic processes and their applications 94 (2), 301-315, 2001 | 80 | 2001 |
On the distribution of the Rosenblatt process M Maejima, CA Tudor Statistics & probability letters 83 (6), 1490-1495, 2013 | 79 | 2013 |
Selfsimilar processes with stationary increments in the second Wiener chaos M Maejima, CA Tudor Probab. Math. Statist 32 (1), 167-186, 2012 | 71 | 2012 |
The stochastic heat equation with a fractional-colored noise: existence of the solution R Balan, C Tudor arXiv preprint math/0703088, 2007 | 68 | 2007 |
The stochastic wave equation with fractional noise: A random field approach RM Balan, CA Tudor Stochastic processes and their applications 120 (12), 2468-2494, 2010 | 67 | 2010 |
A wavelet analysis of the Rosenblatt process: chaos expansion and estimation of the self-similarity parameter JM Bardet, CA Tudor Stochastic Processes and their Applications 120 (12), 2331-2362, 2010 | 65 | 2010 |
Multidimensional bifractional Brownian motion: Itô and Tanaka formulas C Tudor, K Es-Sebaiy arXiv preprint math/0703087, 2007 | 58 | 2007 |
Stein’s method for invariant measures of diffusions via Malliavin calculus S Kusuoka, CA Tudor Stochastic Processes and their Applications 122 (4), 1627-1651, 2012 | 57 | 2012 |
Variations and Hurst index estimation for a Rosenblatt process using longer filters A Chronopoulou, FG Viens, CA Tudor | 56 | 2009 |