| 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 | 284 | 2003 |
| Analysis of the Rosenblatt process CA Tudor ESAIM: Probability and statistics 12, 230-257, 2008 | 229 | 2008 |
| Statistical aspects of the fractional stochastic calculus CA Tudor, FG Viens | 201 | 2007 |
| On bifractional Brownian motion F Russo, CA Tudor Stochastic Processes and their applications 116 (5), 830-856, 2006 | 198 | 2006 |
| Analysis of variations for self-similar processes: a stochastic calculus approach C Tudor Springer Science & Business Media, 2013 | 196 | 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 | 153 | 2010 |
| Sample path properties of bifractional Brownian motion CA Tudor, Y Xiao | 113 | 2007 |
| 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 | 113 | 2007 |
| Variations and estimators for self-similarity parameters via Malliavin calculus CA Tudor, FG Viens | 112 | 2009 |
| Wiener integrals, Malliavin calculus and covariance measure structure I Kruk, F Russo, CA Tudor Journal of Functional Analysis 249 (1), 92-142, 2007 | 94 | 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 | 78 | 2013 |
| Selfsimilar processes with stationary increments in the second Wiener chaos M Maejima, CA Tudor Probab. Math. Statist 32 (1), 167-186, 2012 | 70 | 2012 |
| The stochastic heat equation with a fractional-colored noise: existence of the solution R Balan, C Tudor arXiv preprint math/0703088, 2007 | 66 | 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 | 64 | 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 | 64 | 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 | 56 | 2012 |
| Almost periodic solutions of affine Itô equations T Morozan, C Tudor Stochastic Analysis and Applications 7 (4), 451-474, 1989 | 56 | 1989 |
