Ciprian A. Tudor

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Publications

Citations

282

H-Index

Active since

2004

Affiliations

Université Paris 1 Panthéon-Sorbonne(Current)

Ciprian A. Tudor is an author at Université Paris 1 Panthéon-Sorbonne specializing in mathematics, stochastic differential equations, and stochastic processes.

Publications per year

2004–2014

Publications

Analysis of the Rosenblatt process

Ciprian A. Tudor · ESAIM Probability and Statistics · 2008 · 217 citations · Full text

Engineering, Mathematics, Dynamical Systems +16

Variations and Hurst index estimation for a Rosenblatt process using longer filters

Alexandra Chronopoulou, Frédéri Viens, Ciprian A. Tudor · Electronic Journal of Statistics · 2009 · 43 citations · Full text

Natural Sciences, Mathematics, Physics +15

Martingale-type stochastic calculus for anticipating integral processes

Ciprian A. Tudor · Bernoulli · 2004 · 12 citations · Full text

Engineering, Mathematics, Probability Theory +12

Multifractal Random Walks With Fractional Brownian Motion via Malliavin Calculus

Alexis Fauth, Ciprian A. Tudor · IEEE Transactions on Information Theory · 2014 · 10 citations · Full text

Engineering, Economics, Finance +17

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