Sidney Resnick
Sidney Resnick
Cornell University School of ORIE
Verified email at cornell.edu - Homepage
Title
Cited by
Cited by
Year
Extreme values, regular variation and point processes
SI Resnick
Springer, 2013
39082013
Heavy-tail phenomena: probabilistic and statistical modeling
SI Resnick
Springer Science & Business Media, 2007
12982007
Adventures in stochastic processes
SI Resnick
Springer Science & Business Media, 1992
12061992
A probability path
SI Resnick
Springer, 2003
6512003
A probability path
SI Resnick
Springer, 2003
6512003
Extreme value theory as a risk management tool
P Embrechts, SI Resnick, G Samorodnitsky
North American Actuarial Journal 3 (2), 30-41, 1999
5561999
Lévy processes: theory and applications
OE Barndorff-Nielsen, T Mikosch, SI Resnick
Springer Science & Business Media, 2012
4722012
Heavy tail modeling and teletraffic data: special invited paper
SI Resnick
The Annals of Statistics 25 (5), 1805-1869, 1997
4711997
Limit theory for multivariate sample extremes
L De Haan, SI Resnick
Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete 40 (4), 317-337, 1977
4181977
Limit theory for multivariate sample extremes
L De Haan, SI Resnick
Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete 40 (4), 317-337, 1977
4181977
Limit theory for moving averages of random variables with regularly varying tail probabilities
R Davis, S Resnick
The Annals of Probability, 179-195, 1985
3771985
Is network traffic appriximated by stable Levy motion or fractional Brownian motion?
T Mikosch, S Resnick, H Rootzén, A Stegeman
The annals of applied probability 12 (1), 23-68, 2002
3662002
Limit theory for the sample covariance and correlation functions of moving averages
R Davis, S Resnick
The Annals of Statistics, 533-558, 1986
3631986
Point processes, regular variation and weak convergence
SI Resnick
Advances in Applied Probability, 66-138, 1986
3521986
Extremal behavior of solutions to a stochastic difference equation, with applications to ARCH processes
L De Haan, S Resnick, H Rootzén, C de Vries
Stochastic Processes and their Applications, 213-224, 1989
3291989
How to make a Hill plot
H Drees, L De Haan, S Resnick
The Annals of Statistics 28 (1), 254-274, 2000
2862000
Extreme values of independent stochastic processes
BM Brown, SI Resnick
Journal of Applied Probability, 732-739, 1977
2621977
Tail estimates motivated by extreme value theory
R Davis, S Resnick
The Annals of Statistics, 1467-1487, 1984
2501984
The QQ-estimator and heavy tails
M Kratz, SI Resnick
Stochastic Models 12 (4), 699-724, 1996
2421996
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
2341998
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