Sidney Resnick

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Gennady SamorodnitskyCornell UniversityVerified email at cornell.edu
Richard A. DavisProfessor of Statistics, Columbia UniversityVerified email at stat.columbia.edu
catalin staricaUniversity of NeuchâtelVerified email at unine.ch
mikoschUniversity of CopenhagenVerified email at math.ku.dk
Tiandong WangShanghai Center for Mathematical Science, Fudan UniversityVerified email at fudan.edu.cn
holger rootzenProfessor, Mathematical Statistics, ChalmersVerified email at chalmers.se
P.J.BrockwellEmeritus Professor of Statistics., Colorado State UniversityVerified email at stat.colostate.edu
Paul D. FeiginTechnionVerified email at ie.technion.ac.il
Bikramjit DasAssociate Professor, Singapore University of Technology and DesignVerified email at sutd.edu.sg
Ross MallerResearch School of Finance, Actuarial Studies & Statistics, The Australian National UniversityVerified email at anu.edu.au
Claudia KlüppelbergVerified email at ma.tum.de
Krishanu MaulikAssociate Professor, Indian Statistical Institute, KolkataVerified email at isical.ac.in
J. Michael HarrisonProfessor of Management, Stanford UniversityVerified email at stanford.edu
Charles M GoldieEmeritus Professor of Mathematics, University of SussexVerified email at sussex.ac.uk
Abhimanyu MitraWalmart LabsVerified email at walmartlabs.com
Holger DreesUniversität HamburgVerified email at uni-hamburg.de
Rick DurrettEmeritus Professor Math, Duke UVerified email at math.duke.edu
Alwin StegemanPsychometrics & Statistics, University of GroningenVerified email at rug.nl
Souvik GhoshDistinguished Engineer, AI at LinkedinVerified email at linkedin.com
B. M. BrownHonorary Professor, UNSWVerified email at unsw.edu.au

Sidney Resnick

Cornell University School of ORIE

Verified email at cornell.edu - Homepage

Applied Probability and Statistics networks modeling heavy tails


Title Sort by citations Sort by year Sort by title	Cited by Cited by	Year
Extreme values, regular variation, and point processes SI Resnick Springer Science & Business Media, 2008	4808	2008
Heavy-tail phenomena: probabilistic and statistical modeling SI Resnick Springer Science & Business Media, 2007	1861	2007
Adventures in stochastic processes SI Resnick Springer Science & Business Media, 2013	1562	2013
A probability path SI Resnick Springer Science & Business Media, 2013	898	2013
Extreme value theory as a risk management tool P Embrechts, SI Resnick, G Samorodnitsky North American Actuarial Journal 3 (2), 30-41, 1999	768	1999
Lévy processes: theory and applications OE Barndorff-Nielsen, T Mikosch, SI Resnick Springer Science & Business Media, 2001	611	2001
Heavy tail modeling and teletraffic data SI Resnick The Annals of Statistics, 1805-1849, 1997	540	1997
Limit theory for multivariate sample extremes L De Haan, SI Resnick Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete 40 (4), 317-337, 1977	509	1977
Limit theory for moving averages of random variables with regularly varying tail probabilities R Davis, S Resnick The Annals of Probability, 179-195, 1985	446	1985
Limit theory for the sample covariance and correlation functions of moving averages R Davis, S Resnick The Annals of Statistics, 533-558, 1986	429	1986
Point processes, regular variation and weak convergence SI Resnick Advances in Applied Probability 18 (1), 66-138, 1986	423	1986
Is network traffic appriximated by stable Lévy motion or fractional Brownian motion? T Mikosch, S Resnick, H Rootzén, A Stegeman The annals of applied probability 12 (1), 23-68, 2002	422	2002
How to make a Hill plot H Drees, S Resnick, L de Haan The Annals of Statistics 28 (1), 254-274, 2000	378	2000
Extremal behaviour of solutions to a stochastic difference equation with applications to ARCH processes L de Haan, SI Resnick, H Rootzén, CG de Vries Stochastic Processes and their Applications 32 (2), 213-224, 1989	373	1989
Extreme values of independent stochastic processes BM Brown, SI Resnick Journal of Applied Probability 14 (4), 732-739, 1977	361	1977
The QQ-estimator and heavy tails M Kratz, SI Resnick Stochastic Models 12 (4), 699-724, 1996	311	1996
Tail estimates motivated by extreme value theory R Davis, S Resnick The Annals of Statistics, 1467-1487, 1984	290	1984
Smoothing the Hill estimator S Resnick, C Stărică Advances in Applied Probability 29 (1), 271-293, 1997	270	1997
Heavy tails and long range dependence in on/off processes and associated fluid models D Heath, S Resnick, G Samorodnitsky Mathematics of operations research 23 (1), 145-165, 1998	265	1998
Tail index estimation for dependent data S Resnick, C Stărică The Annals of Applied Probability 8 (4), 1156-1183, 1998	233	1998

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