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
holger rootzenProfessor, Mathematical Statistics, ChalmersVerified email at chalmers.se
mikoschUniversity of CopenhagenVerified email at math.ku.dk
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
Tiandong WangTexas A&M UniversityVerified email at stat.tamu.edu
J. Michael HarrisonProfessor of Management, Stanford UniversityVerified email at stanford.edu
Krishanu MaulikAssociate Professor, Indian Statistical Institute, KolkataVerified email at isical.ac.in
Claudia KlüppelbergVerified email at ma.tum.de
Charles M GoldieEmeritus Professor of Mathematics, University of SussexVerified email at sussex.ac.uk
Ross MallerResearch School of Finance, Actuarial Studies & Statistics, The Australian National UniversityVerified email at anu.edu.au
Rick DurrettProfessor Math, Duke UVerified email at math.duke.edu
Holger DreesProfessor für Mathematik, Universität HamburgVerified email at math.uni-hamburg.de
Alwin StegemanPsychometrics & Statistics, University of GroningenVerified email at rug.nl
Phyllis WanErasmus University RotterdamVerified email at ese.eur.nl
B. M. BrownHonorary Professor, UNSWVerified email at unsw.edu.au
Souvik GhoshPrincipal Staff Engineer at Linkedin CorpVerified 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, 2013	4104	2013
Heavy-tail phenomena: probabilistic and statistical modeling SI Resnick Springer Science & Business Media, 2007	1421	2007
Adventures in stochastic processes SI Resnick Springer Science & Business Media, 1992	1305	1992
A probability path S Resnick Springer, 2019	697	2019
A probability path S Resnick Springer, 2019	697	2019
Extreme value theory as a risk management tool P Embrechts, SI Resnick, G Samorodnitsky North American Actuarial Journal 3 (2), 30-41, 1999	611	1999
Heavy tail modeling and teletraffic data: special invited paper SI Resnick Annals of statistics 25 (5), 1805-1869, 1997	507	1997
Lévy processes: theory and applications OE Barndorff-Nielsen, T Mikosch, SI Resnick Springer Science & Business Media, 2012	502	2012
Limit theory for multivariate sample extremes L De Haan, SI Resnick Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete 40 (4), 317-337, 1977	431	1977
Limit theory for multivariate sample extremes L De Haan, SI Resnick Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete 40 (4), 317-337, 1977	431	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	415	1985
Limit theory for the sample covariance and correlation functions of moving averages R Davis, S Resnick The Annals of Statistics, 533-558, 1986	384	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	378	2002
Point processes, regular variation and weak convergence SI Resnick Advances in Applied Probability, 66-138, 1986	372	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	355	1989
How to make a Hill plot H Drees, S Resnick, L de Haan The Annals of Statistics 28 (1), 254-274, 2000	313	2000
Extreme values of independent stochastic processes BM Brown, SI Resnick Journal of Applied Probability, 732-739, 1977	285	1977
The QQ-estimator and heavy tails M Kratz, SI Resnick Stochastic Models 12 (4), 699-724, 1996	266	1996
Tail estimates motivated by extreme value theory R Davis, S Resnick Annals of Statistics 12 (4), 1467-1487, 1984	265	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	245	1998

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