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
holger rootzenProfessor, Mathematical Statistics, ChalmersVerified email at chalmers.se
Tiandong WangShanghai Center for Mathematical Science, Fudan UniversityVerified email at fudan.edu.cn
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 GhoshDirector of Engineering, 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	4733	2008
Heavy-tail phenomena: probabilistic and statistical modeling SI Resnick Springer Science & Business Media, 2007	1802	2007
Adventures in stochastic processes SI Resnick Springer Science & Business Media, 2013	1542	2013
A probability path SI Resnick Springer Science & Business Media, 2013	878	2013
Extreme value theory as a risk management tool P Embrechts, SI Resnick, G Samorodnitsky North American Actuarial Journal 3 (2), 30-41, 1999	753	1999
Lévy processes: theory and applications OE Barndorff-Nielsen, T Mikosch, SI Resnick Springer Science & Business Media, 2001	599	2001
Heavy tail modeling and teletraffic data SI Resnick The Annals of Statistics, 1805-1849, 1997	539	1997
Limit theory for multivariate sample extremes L De Haan, SI Resnick Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete 40 (4), 317-337, 1977	500	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	443	1985
Limit theory for the sample covariance and correlation functions of moving averages R Davis, S Resnick The Annals of Statistics, 533-558, 1986	427	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	419	2002
Point processes, regular variation and weak convergence SI Resnick Advances in Applied Probability 18 (1), 66-138, 1986	418	1986
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	374	1989
How to make a Hill plot H Drees, S Resnick, L de Haan The Annals of Statistics 28 (1), 254-274, 2000	371	2000
Extreme values of independent stochastic processes BM Brown, SI Resnick Journal of Applied Probability 14 (4), 732-739, 1977	350	1977
The QQ-estimator and heavy tails M Kratz, SI Resnick Stochastic Models 12 (4), 699-724, 1996	307	1996
Tail estimates motivated by extreme value theory R Davis, S Resnick The Annals of Statistics, 1467-1487, 1984	287	1984
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	263	1998
Smoothing the Hill estimator S Resnick, C Stărică Advances in Applied Probability 29 (1), 271-293, 1997	262	1997
Tail index estimation for dependent data S Resnick, C Stărică The Annals of Applied Probability 8 (4), 1156-1183, 1998	229	1998

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