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
Paul D. FeiginTechnionVerified email at ie.technion.ac.il
Bikramjit DasSingapore University of Technology and DesignVerified email at sutd.edu.sg
P.J.BrockwellEmeritus Professor of Statistics., Colorado State UniversityVerified email at stat.colostate.edu
J. Michael HarrisonProfessor of Management, Stanford UniversityVerified email at stanford.edu
Claudia KlüppelbergVerified email at ma.tum.de
Krishanu MaulikAssociate Professor, Indian Statistical Institute, KolkataVerified email at isical.ac.in
Ross MallerResearch School of Finance, Actuarial Studies & Statistics, The Australian National UniversityVerified email at anu.edu.au
Charles M GoldieEmeritus Professor of Mathematics, University of SussexVerified email at sussex.ac.uk
Abhimanyu MitraWalmart LabsVerified email at walmartlabs.com
Holger DreesProfessor für Mathematik, Universität HamburgVerified email at math.uni-hamburg.de
Rick DurrettProfessor Math, Duke UVerified email at math.duke.edu
Phyllis WanErasmus University RotterdamVerified email at ese.eur.nl
Alwin StegemanPsychometrics & Statistics, University of GroningenVerified email at rug.nl
Souvik GhoshDirector of Engineering, AI at LinkedinVerified email at linkedin.com

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	4592	2008
Heavy-tail phenomena: probabilistic and statistical modeling SI Resnick Springer Science & Business Media, 2007	1715	2007
Adventures in stochastic processes SI Resnick Springer Science & Business Media, 1992	1476	1992
A probability path S Resnick Springer, 2019	826	2019
A probability path S Resnick Springer, 2019	826	2019
Extreme value theory as a risk management tool P Embrechts, SI Resnick, G Samorodnitsky North American Actuarial Journal 3 (2), 30-41, 1999	720	1999
Lévy processes: theory and applications OE Barndorff-Nielsen, T Mikosch, SI Resnick Springer Science & Business Media, 2001	586	2001
Heavy tail modeling and teletraffic data: special invited paper SI Resnick The Annals of Statistics 25 (5), 1805-1869, 1997	536	1997
Limit theory for multivariate sample extremes L De Haan, SI Resnick Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete 40 (4), 317-337, 1977	498	1977
Limit theory for multivariate sample extremes L De Haan, SI Resnick Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete 40 (4), 317-337, 1977	498	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	428	1985
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	410	2002
Limit theory for the sample covariance and correlation functions of moving averages R Davis, S Resnick The Annals of Statistics, 533-558, 1986	406	1986
Point processes, regular variation and weak convergence SI Resnick Advances in Applied Probability 18 (1), 66-138, 1986	404	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	370	1989
How to make a Hill plot H Drees, S Resnick, L de Haan The Annals of Statistics 28 (1), 254-274, 2000	356	2000
Extreme values of independent stochastic processes BM Brown, SI Resnick Journal of Applied Probability 14 (4), 732-739, 1977	333	1977
The QQ-estimator and heavy tails M Kratz, SI Resnick Stochastic Models 12 (4), 699-724, 1996	299	1996
Tail estimates motivated by extreme value theory R Davis, S Resnick The Annals of Statistics, 1467-1487, 1984	278	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	255	1998

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