Exact variation and drift parameter estimation for the nonlinear fractional stochastic heat equation von Gamain, Julie, Tudor, Ciprian A.

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Statistical Aspects of the Fractional Stochastic Calculus von Tudor, Ciprian A., Viens, Frederi G.

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Quantitative normal approximations for the stochastic fractional heat equation von Assaad, Obayda, Nualart, David, Tudor, Ciprian A., Viitasaari, Lauri

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Central and non-central limit theorems for weighted power variations of fractional Brownian motion von NOURDIN, Ivan, NUALART, David, TUDOR, Ciprian A

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Asymptotic expansion of the quadratic variation of a mixed fractional Brownian motion von Tudor, Ciprian A., Yoshida, Nakahiro

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VARIATIONS AND ESTIMATORS FOR SELF-SIMILARITY PARAMETERS VIA MALLIAVIN CALCULUS von Tudor, Ciprian A., Viens, Frederi G.

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On New Inequalities via Riemann-Liouville Fractional Integration von Sarikaya, Mehmet Zeki, Ogunmez, Hasan

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Least squares estimation for the Ornstein–Uhlenbeck process with small Hermite noise von Araya, Héctor, Torres, Soledad, Tudor, Ciprian A.

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Limit Behavior in High-Dimensional Regime for the Wishart Tensors in Wiener Chaos von Dhoyer, Rémy, Tudor, Ciprian A.

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Analysis of the Rosenblatt process von Tudor, Ciprian A.

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On the distribution of the Rosenblatt process von Maejima, Makoto, Tudor, Ciprian A.

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Pathwise analysis and parameter estimation for the stochastic Burgers equation von Assaad, Obayda, Tudor, Ciprian A.

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Stochastic Analysis of Gaussian Processes via Fredholm Representation von Sottinen, Tommi, Viitasaari, Lauri

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FRACTIONAL 2D-STOCHASTIC CURRENTS von TUDOR, Ciprian A., TUDOR, Maria

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Stein’s method for invariant measures of diffusions via Malliavin calculus von Kusuoka, Seiichiro, Tudor, Ciprian A.

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Analysis of Variations for Self-similar Processes: A Stochastic Calculus Approach von Tudor, Ciprian

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THE DETERMINANT OF THE ITERATED MALLIAVIN MATRIX AND THE DENSITY OF A PAIR OF MULTIPLE INTEGRALS von Nualart, David, Tudor, Ciprian A.

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Parameter estimation for the Rosenblatt Ornstein–Uhlenbeck process with periodic mean von Shevchenko, Radomyra, Tudor, Ciprian A.

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Ergodicity and Drift Parameter Estimation for Infinite-Dimensional Fractional Ornstein–Uhlenbeck Process of the Second Kind von Balde, Maoudo Faramba, Es-Sebaiy, Khalifa, Tudor, Ciprian A.

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The Multifractal Random Walk as Pathwise Stochastic Integral: Construction and Simulation von Torres, Soledad, Tudor, Ciprian A.

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