Sidney Resnick

Cited by

	All	Since 2016
Citations	21558	5650
h-index	65	32
i10-index	164	91

1200

600

300

900

198519861987198819891990199119921993199419951996199719981999200020012002200320042005200620072008200920102011201220132014201520162017201820192020202166 83 85 120 139 122 123 145 152 206 193 215 306 367 373 442 441 480 584 664 605 799 754 748 833 1011 918 1068 1114 1077 1078 1106 1032 1046 991 1177 290

New!

Public access

View all

7 articles

0 articles

available

not available

Based on funding mandates

Co-authors

Richard A. DavisProfessor of Statistics, Columbia UniversityVerified email at stat.columbia.edu
holger rootzenProfessor, Mathematical Statistics, ChalmersVerified email at chalmers.se
Bikramjit DasSingapore University of Technology and DesignVerified email at sutd.edu.sg
Tiandong WangTexas A&M UniversityVerified email at stat.tamu.edu
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
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
Bernardo D'AuriaUniversidad Carlos III de MadridVerified email at uc3m.es
Hongyi LiUNSWVerified email at unsw.edu.au
Charles-Antoine GuérinUniversité de Toulon, Laboratoire MIOVerified email at univ-tln.fr
Felix Hernandez-CamposUniversity of North Carolina at Chapel HillVerified email at cs.unc.edu
Kevin JeffayDepartment of Computer Science, University of North Carolina at Chapel HillVerified email at cs.unc.edu
J. S. MarronUniversity of North CarolinaVerified email at unc.edu
Anna GilbertUniversity of MichiganVerified email at umich.edu
Walter WillingerNIKSUN, Inc.Verified email at niksun.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	4053	2013
Heavy-tail phenomena: probabilistic and statistical modeling SI Resnick Springer Science & Business Media, 2007	1404	2007
Adventures in stochastic processes SI Resnick Springer Science & Business Media, 1992	1272	1992
A probability path S Resnick Springer, 2019	689	2019
A probability path S Resnick Springer, 2019	689	2019
Extreme value theory as a risk management tool P Embrechts, SI Resnick, G Samorodnitsky North American Actuarial Journal 3 (2), 30-41, 1999	601	1999
Lévy processes: theory and applications OE Barndorff-Nielsen, T Mikosch, SI Resnick Springer Science & Business Media, 2012	495	2012
Heavy tail modeling and teletraffic data: special invited paper SI Resnick Annals of statistics 25 (5), 1805-1869, 1997	491	1997
Limit theory for multivariate sample extremes L De Haan, SI Resnick Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete 40 (4), 317-337, 1977	427	1977
Limit theory for multivariate sample extremes L De Haan, SI Resnick Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete 40 (4), 317-337, 1977	427	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	400	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	377	2002
Limit theory for the sample covariance and correlation functions of moving averages R Davis, S Resnick The Annals of Statistics, 533-558, 1986	376	1986
Point processes, regular variation and weak convergence SI Resnick Advances in Applied Probability, 66-138, 1986	364	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	350	1989
How to make a Hill plot H Drees, S Resnick, L de Haan The Annals of Statistics 28 (1), 254-274, 2000	306	2000
Extreme values of independent stochastic processes BM Brown, SI Resnick Journal of Applied Probability, 732-739, 1977	280	1977
Tail estimates motivated by extreme value theory R Davis, S Resnick Annals of Statistics 12 (4), 1467-1487, 1984	263	1984
The QQ-estimator and heavy tails M Kratz, SI Resnick Stochastic Models 12 (4), 699-724, 1996	261	1996
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	240	1998

The system can't perform the operation now. Try again later.

Articles 1–20

Citations per year

Duplicate citations

Merged citations

Add co-authorsCo-authors

Upload PDF

Follow this author

Cited by

Co-authors