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Resnick, Sidney Ira

Author ID: resnick.sidney-i Recent zbMATH articles by "Resnick, Sidney Ira"
Published as: Resnick, Sidney I.; Resnick, Sidney; Resnick, S. I.; Resnick, S.
Homepage: https://stat.cornell.edu/people/field-faculty/sidney-resnick
External Links: MGP · ORCID · Google Scholar · dblp
all top 5

Co-Authors

26 single-authored
20 de Haan, Laurens
19 Samorodnitsky, Gennady Pinkhosovich
17 Davis, Richard A.
13 Wang, Tiandong
9 Maller, Ross Arthur
8 Stărică, Cătălin
7 Das, Bikramjit
6 Feigin, Paul David
6 Klüppelberg, Claudia
6 Rootzén, Holger
6 Roy, Rishin
5 Balkema, August A.
5 Goldie, Charles M.
5 Mikosch, Thomas
5 Mitra, Abhimanyu
4 Brockwell, Peter John
4 Maulik, Krishanu
4 Shemehsavar, Soudabeh
3 Ballerini, Rocco
3 Heath, David C.
3 Wan, Phyllis
3 Zeber, David
2 Brown, Bruce M.
2 D’Auria, Bernardo
2 de Vries, Casper George
2 Drees, Holger
2 Durrett, Richard Timothy
2 Embrechts, Paul
2 Gani, Joseph Mark
2 Ghosh, Souvik
2 Harrison, John Michael
2 Heffernan, Janet E.
2 Ipsen, Yuguang F.
2 Kratz, Marie-France
2 López-Oliveros, Luis
2 Mulrow, Edward
2 Neuts, Marcel Fernand
2 Roy, Joyjit
2 Rubinovitch, Michael
2 van den Berg, Eric
2 Willekens, Eric
2 Xue, Fang
1 Barndorff-Nielsen, Ole Eiler
1 Borkovec, Milan
1 Buchmann, Boris
1 Cline, Daren B. H.
1 Cohen, Jason
1 Coles, Stuart G.
1 Dasgupta, Amites
1 Finkenstädt, Bärbel F.
1 Fougères, Anne-Laure
1 Gabaix, Xavier
1 Geluk, Jaap L.
1 Gilbert, Anna C.
1 Greenwood, Priscilla E.
1 Guérin, Charles-Antoine
1 Hernandez-Campos, Felix
1 Janßen, Anja
1 Jeffay, Kevin
1 Kulkarni, Vidyadhar G.
1 Laibson, David
1 Larsson, Martin
1 Lehtomaa, Jaakko
1 Li, Deyuan
1 Li, Hongyi
1 Lindskog, Filip
1 Marengo, James E.
1 Marron, James Stephen
1 McBeth, Douglas W.
1 Nyberg, Henri
1 Omey, Edward
1 Pacheco-Santiago, N.
1 Park, Cheolwoo
1 Perrin, Olivier
1 Rachev, Svetlozar T.
1 Smith, Richard L.
1 Stegeman, Alwin
1 Subramanian, Ajay
1 Tomkins, R. James
1 Towsley, Donald Fred
1 Tweedie, Richard Lewis
1 Willinger, Walter
1 Willis, Amy D.
1 Zhao, Muzhi
all top 5

Serials

22 Advances in Applied Probability
21 Stochastic Processes and their Applications
20 Journal of Applied Probability
18 Extremes
15 Communications in Statistics. Stochastic Models
13 The Annals of Applied Probability
12 The Annals of Probability
10 Stochastic Models
6 Bernoulli
4 The Annals of Statistics
3 Mathematics of Operations Research
3 Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete
2 The Australian Journal of Statistics
2 Journal of Multivariate Analysis
2 Proceedings of the London Mathematical Society. Third Series
2 Queueing Systems
2 Methodology and Computing in Applied Probability
2 Stochastic Systems
2 Springer Series in Operations Research and Financial Engineering
1 The Canadian Journal of Statistics
1 Journal of Economic Theory
1 Management Science
1 The Mathematical Scientist
1 Naval Research Logistics
1 Operations Research
1 Mathematical Social Sciences
1 Insurance Mathematics & Economics
1 Journal of Applied Mathematics and Stochastic Analysis
1 Economics Letters
1 Journal of the Australian Mathematical Society. Series A
1 Journal of the Royal Statistical Society. Series B
1 Journal of Mathematical Sciences (New York)
1 Journal of the Australian Mathematical Society
1 North American Actuarial Journal
1 Stochastics
1 Applied Probability
1 Monographs on Statistics and Applied Probability
1 Electronic Journal of Statistics
1 Probability Surveys
1 Statistics Surveys
1 Modern Birkhäuser Classics
1 SIAM Journal on Mathematics of Data Science

Publications by Year

Citations contained in zbMATH Open

181 Publications have been cited 6,254 times in 3,637 Documents Cited by Year
Extreme values, regular variation, and point processes. Zbl 0633.60001
Resnick, Sidney I.
1987
Heavy-tail phenomena. Probabilistic and statistical modeling. Zbl 1152.62029
Resnick, Sidney I.
555
2007
Adventures in stochastic processes. Zbl 0762.60002
Resnick, Sidney I.
211
1992
Extreme values, regular variation and point processes. Reprint of the 1987 original. Zbl 1136.60004
Resnick, Sidney I.
164
2008
Limit theory for moving averages of random variables with regularly varying tail probabilities. Zbl 0562.60026
Davis, Richard; Resnick, Sidney
140
1985
Limit theory for multivariate sample extremes. Zbl 0375.60031
de Haan, Laurens; Resnick, Sidney I.
138
1977
Point processes, regular variation and weak convergence. Zbl 0597.60048
Resnick, Sidney I.
136
1986
Limit theory for the sample covariance and correlation functions of moving averages. Zbl 0605.62092
Davis, Richard; Resnick, Sidney
130
1986
Is network traffic approximated by stable Lévy motion or fractional Brownian motion? Zbl 1021.60076
Mikosch, Thomas; Resnick, Sidney; Rootzén, Holger; Stegeman, Alwin
111
2002
Lévy processes. Theory and applications. Zbl 0961.00012
103
2001
Heavy tail modeling and teletraffic data. (With discussions and rejoinder). Zbl 0942.62097
Resnick, Sidney I.
96
1997
Hidden regular variation, second order regular variation and asymptotic independence. Zbl 1035.60053
Resnick, Sidney
91
2003
Extreme values of independent stochastic processes. Zbl 0384.60055
Brown, Bruce M.; Resnick, Sidney I.
91
1977
Birth, immigration and catastrophe processes. Zbl 0496.92007
Brockwell, P. J.; Gani, J.; Resnick, S. I.
85
1982
Extremal behaviour of solutions to a stochastic difference equation with applications to ARCH processes. Zbl 0679.60029
de Haan, Laurens; Resnick, Sidney I.; Rootzén, Holger; de Vries, Casper G.
80
1989
How to make a Hill plot. Zbl 1106.62333
Drees, Holger; de Haan, Laurens; Resnick, Sidney
69
2000
Limit laws for random vectors with an extreme component. Zbl 1125.60049
Heffernan, Janet E.; Resnick, Sidney I.
66
2007
Limit laws for record values. Zbl 0253.60028
Resnick, Sidney I.
63
1973
Extreme value theory as a risk management tool. SOA Seminar: Integrated Approaches to Risk Measurement in the Financial Services Industry (Atlanta, GA, 1997). Zbl 1082.91530
Embrechts, Paul; Resnick, Sidney I.; Samorodnitsky, Gennady
60
1999
Characterizations and examples of hidden regular variation. Zbl 1088.62066
Maulik, Krishanu; Resnick, Sidney
59
2004
A probability path. Zbl 0944.60002
Resnick, Sidney I.
59
1999
Tail estimates motivated by extreme value theory. Zbl 0555.62035
Davis, Richard; Resnick, Sidney
57
1984
Basic properties and prediction of max-ARMA processes. Zbl 0716.62098
Davis, Richard A.; Resnick, Sidney I.
56
1989
Consistency of Hill’s estimator for dependent data. Zbl 0836.60020
Resnick, Sidney; Stărică, Cătălin
54
1995
A bivariate stable characterization and domains of attraction. Zbl 0409.62038
Resnick, Sidney; Greenwood, Priscilla
54
1979
Limit theory for bilinear processes with heavy-tailed noise. Zbl 0879.60053
Davis, Richard A.; Resnick, Sidney I.
53
1996
Regularly varying measures on metric spaces: hidden regular variation and hidden jumps. Zbl 1317.60007
Lindskog, Filip; Resnick, Sidney I.; Roy, Joyjit
52
2014
Moving averages with random coefficients and random coefficient autoregressive models. Zbl 0747.60062
Resnick, Sidney I.; Willekens, Eric
49
1991
The qq-estimator and heavy tails. Zbl 0887.62025
Kratz, Marie; Resnick, Sidney I.
49
1996
Second-order regular variation and rates of convergence in extreme-value theory. Zbl 0862.60039
de Haan, Laurens; Resnick, Sidney
48
1996
Smoothing the Hill estimator. Zbl 0873.60021
Resnick, Sidney; Stărică, Cătălin
48
1997
Functional limit theorems for dependent variables. Zbl 0398.60024
Durrett, Richard; Resnick, Sidney I.
46
1978
The stationary distribution and first exit probabilities of a storage process with general release rule. Zbl 0381.60092
Harrison, J. Michael; Resnick, Sidney I.
46
1976
Heavy tails and long range dependence in on/off processes and associated fluid models. Zbl 0981.60092
Heath, David; Resnick, Sidney; Samorodnitsky, Gennady
45
1998
Tail index estimation for dependent data. Zbl 0942.60037
Resnick, Sidney; Stărică, Catalin
45
1998
Max-infinite divisibility. Zbl 0366.60025
Balkema, A. A.; Resnick, S. I.
45
1977
Asymptotic independent and a network traffic model. Zbl 1090.90017
Maulik, Krishanu; Resnick, Sidney; Rootzén, Holger
43
2002
Estimating the limit distribution of multivariate extremes. Zbl 0777.62036
de Haan, L.; Resnick, Sidney I.
40
1993
More limit theory for the sample correlation function of moving averages. Zbl 0572.62075
Davis, Richard; Resnick, Sidney
38
1985
Storage processes with general release rule and additive inputs. Zbl 0482.60087
Brockwell, P. J.; Resnick, S. I.; Tweedie, R. L.
37
1982
On asymptotic mormality of the Hill estimator. Zbl 1002.60519
de Haan, Laurens; Resnick, Sidney
34
1998
Second-order regular variation, convolution and the central limit theorem. Zbl 0913.60001
Geluk, J.; de Haan, L.; Resnick, S.; Stărică, C.
34
1997
Extremes of moving averages of random variables from the domain of attraction of the double exponential distribution. Zbl 0657.60028
Davis, Richard; Resnick, Sidney
32
1988
Asymptotic behavior of Hill’s estimator for autoregressive data. Zbl 1047.62079
Resnick, Sidney; Stărică, Cătălin
32
1997
Distributions that are both subexponential and in the domain of attraction of an extreme-value distribution. Zbl 0659.60028
Goldie, Charles M.; Resnick, Sidney
31
1988
Conditioning on an extreme component: model consistency with regular variation on cones. Zbl 1284.60103
Das, Bikramjit; Resnick, Sidney I.
30
2011
Extreme values in finance, telecommunications, and the environment. Invited papers presented at the 5th Séminaire Européen de Statitisque (SemStat) on extreme value theory and applications, Gothenburg, Sweden, December 10–16, 2001. Zbl 1020.00022
29
2004
A simple asymptotic estimate for the index of a stable distribution. Zbl 0422.62017
De Haan, Laurens; Resnick, Sidney I.
28
1980
Almost sure stability of maxima. Zbl 0258.60025
Resnick, Sidney I.; Tomkins, R. J.
27
1973
Living on the multidimensional edge: Seeking hidden risks using regular variation. Zbl 1276.60041
Das, Bikramjit; Mitra, Abhimanyu; Resnick, Sidney
26
2013
Domains of attraction and regular variation in \({\mathbb{R}}^ d\). Zbl 0536.60027
de Haan, Laurens; Omey, E.; Resnick, Sidney I.
26
1984
On the foundations of multivariate heavy-tail analysis. Zbl 1049.62056
Resnick, Sidney
25
2004
Prediction of stationary max-stable processes. Zbl 0779.60048
Davis, Richard A.; Resnick, Sidney I.
24
1993
Record values and maxima. Zbl 0261.60024
Resnick, Sidney I.
24
1973
Hidden regular variation and the rank transform. Zbl 1073.60057
Heffernan, Janet; Resnick, Sidney
24
2005
The structure of extremal processes. Zbl 0262.60062
Resnick, Sidney I.; Rubinovitch, Michael
23
1973
Self-similar communication models and very heavy tails. Zbl 1083.60521
Resnick, Sidney; Rootzén, Holger
22
2000
Extremes of moving averages of random variables with finite endpoint. Zbl 0726.60038
Davis, Richard A.; Resnick, Sidney I.
22
1991
Random usc functions, max-stable processes and continuous choice. Zbl 0731.60079
Resnick, Sidney I.; Roy, Rishin
22
1991
The extremal dependence measure and asymptotic independence. Zbl 1054.62063
Resnick, Sidney
22
2004
Tail equivalence and its applications. Zbl 0217.49903
Resnick, S. I.
22
1971
Nonstandard regular variation of in-degree and out-degree in the preferential attachment model. Zbl 1343.60138
Samorodnitsky, Gennady; Resnick, Sidney; Towsley, Don; Davis, Richard; Willis, Amy; Wan, Phyllis
21
2016
Densities with Gaussian tails. Zbl 0789.60010
Balkema, A. A.; Klüppelberg, C.; Resnick, S. I.
20
1993
Patterns of buffer overflow in a class of queues with long memory in the input stream. Zbl 0905.60070
Heath, David; Resnick, Sidney; Samorodnitsky, Gennady
20
1997
Activity periods of an infinite server queue and performance of certain heavy tailed fluid queues. Zbl 0997.60111
Resnick, Sidney; Samorodnitsky, Gennady
19
1999
Aggregation of rapidly varying risks and asymptotic independence. Zbl 1181.60019
Mitra, Abhimanyu; Resnick, Sidney I.
19
2009
Weak convergence to extremal processes. Zbl 0322.60024
Resnick, Sidney I.
19
1975
Empirical testing of the infinite source Poisson data traffic model. Zbl 1048.62080
Guerin, C. A.; Nyberg, H.; Perrin, O.; Resnick, S.; Rootzén, H.; Stărică, C.
18
2003
Limiting behavior of sums and the term of maximum modulus. Zbl 0525.60036
Maller, R. A.; Resnick, S. I.
18
1984
The Pareto copula, aggregation of risks, and the emperor’s socks. Zbl 1144.62037
Klüppelberg, Claudia; Resnick, Sidney I.
17
2008
Local limit theorems for sample extremes. Zbl 0485.60017
de Haan, Laurens; Resnick, Sidney I.
16
1982
Weak convergence with random indices. Zbl 0368.60028
Durrett, Richard T.; Resnick, Sidney I.
16
1977
Records in a partially ordered set. Zbl 0678.60001
Goldie, Charles M.; Resnick, Sidney
16
1989
A discussion on mean excess plots. Zbl 1195.62068
Ghosh, Souvik; Resnick, Sidney
16
2010
Detecting a conditional extreme value model. Zbl 1226.60078
Das, Bikramjit; Resnick, Sidney I.
16
2011
Multivariate regular variation on cones: Application to extreme values, hidden regular variation and conditioned limit laws. Zbl 1142.60042
Resnick, Sidney I.
15
2008
Many multivariate records. Zbl 0839.60047
Goldie, Charles M.; Resnick, Sidney I.
15
1995
Multivariate subexponential distributions. Zbl 0751.62025
Cline, Daren B. H.; Resnick, Sidney I.
15
1992
Derivatives of regularly varying functions in \(R^d\) and domains of attraction of stable distributions. Zbl 0398.60013
De Haan, Laurens; Resnick, Sidney I.
15
1979
Limit distributions for linear programming time series estimators. Zbl 0819.62070
Feigin, Paul D.; Resnick, Sidney I.
15
1994
Tauberian theory for multivariate regularly varying distributions with application to preferential attachment networks. Zbl 1345.60118
Resnick, Sidney; Samorodnitsky, Gennady
15
2015
A probability path. Reprint of the 2005 edition. Zbl 1280.60001
Resnick, Sidney I.
15
2014
Hidden regular variation and detection of hidden risks. Zbl 1230.91080
Mitra, Abhimanyu; Resnick, Sidney I.
15
2011
Growth rates of sample covariances of stationary symmetric \(\alpha \)-stable processes associated with null recurrent Markov chains. Zbl 0995.62083
Resnick, Sidney; Samorodnitsky, Gennady; Xue, Fang
14
2000
Records from improving populations. Zbl 0584.62149
Ballerini, Rocco; Resnick, Sidney
14
1985
Fitting the linear preferential attachment model. Zbl 1387.62074
Wan, Phyllis; Wang, Tiandong; Davis, Richard A.; Resnick, Sidney I.
13
2017
The convex hull of a random sample in \({\mathbb{R}}^ 2\). Zbl 0621.60014
Davis, R.; Mulrow, E.; Resnick, S.
13
1987
Conjugate \(\pi\)-variation and process inversion. Zbl 0428.60033
De Haan, Laurens; Resnick, Sidney I.
13
1979
Inverses of extremal processes. Zbl 0285.60028
Resnick, Sidney I.
13
1974
The recurrence classification of risk and storage processes. Zbl 0397.90033
Harrison, J. Michael; Resnick, Sidney I.
12
1978
Records in the presence of a linear trend. Zbl 0652.62091
Ballerini, Rocco; Resnick, Sidney I.
12
1987
Transition kernels and the conditional extreme value model. Zbl 1311.60059
Resnick, Sidney I.; Zeber, David
12
2014
Activity rates with very heavy tails. Zbl 1090.60075
Mikosch, Thomas; Resnick, Sidney
11
2006
How misleading can sample ACFs of stable MAs be? (Very!). Zbl 0959.62076
Resnick, Sidney; Samorodnitsky, Gennady; Xue, Fang
11
1999
On the observation closest to the origin. Zbl 0465.60035
de Haan, Laurens; Resnick, Sidney I.
11
1981
Almost sure limit sets of random samples in \(\mathbb{R}^d\). Zbl 0656.60026
Davis, Richard A.; Mulrow, Edward; Resnick, Sidney I.
11
1988
The impact of competition on prices with numerous firms. Zbl 1371.91064
Gabaix, Xavier; Laibson, David; Li, Deyuan; Li, Hongyi; Resnick, Sidney; de Vries, Casper G.
11
2016
Extremal processes and record value times. Zbl 0284.60025
Resnick, Sidney I.
11
1973
Point processes associated with stationary stable processes. Zbl 1074.60058
Resnick, Sidney; Samorodnitsky, Gennady
11
2004
Asymptotics of Markov kernels and the tail chain. Zbl 1270.60061
Resnick, Sidney I.; Zeber, David
11
2013
Extremes of censored and uncensored lifetimes in survival data. Zbl 1493.62560
Maller, Ross; Resnick, Sidney
4
2022
Measuring reciprocity in a directed preferential attachment network. Zbl 1518.60049
Wang, Tiandong; Resnick, Sidney I.
3
2022
Splitting the sample at the largest uncensored observation. Zbl 07594058
Maller, Ross; Resnick, Sidney; Shemehsavar, Soudabeh
3
2022
Asymptotic dependence of in- and out-degrees in a preferential attachment model with reciprocity. Zbl 1493.05280
Wang, Tiandong; Resnick, Sidney I.
3
2022
Degree growth rates and index estimation in a directed preferential attachment model. Zbl 1443.60078
Wang, Tiandong; Resnick, Sidney I.
11
2020
Are extreme value estimation methods useful for network data? Zbl 1460.62085
Wan, Phyllis; Wang, Tiandong; Davis, Richard A.; Resnick, Sidney I.
8
2020
On a minimum distance procedure for threshold selection in tail analysis. Zbl 1484.62057
Drees, Holger; Janßen, Anja; Resnick, Sidney I.; Wang, Tiandong
7
2020
Trimmed Lévy processes and their extremal components. Zbl 1452.60030
Ipsen, Yuguang; Maller, Ross; Resnick, Sidney
5
2020
Asymptotic independence and support detection techniques for heavy-tailed multivariate data. Zbl 1448.62074
Lehtomaa, Jaakko; Resnick, Sidney I.
2
2020
Consistency of Hill estimators in a linear preferential attachment model. Zbl 1432.60056
Wang, Tiandong; Resnick, Sidney I.
8
2019
Ratios of ordered points of point processes with regularly varying intensity measures. Zbl 1403.60041
Ipsen, Yuguang; Maller, Ross; Resnick, Sidney
5
2019
Processes of \(r^{th}\) largest. Zbl 1403.60025
Buchmann, Boris; Maller, Ross; Resnick, Sidney I.
6
2018
Multivariate regular variation of discrete mass functions with applications to preferential attachment networks. Zbl 1401.28006
Wang, Tiandong; Resnick, Sidney I.
3
2018
Fitting the linear preferential attachment model. Zbl 1387.62074
Wan, Phyllis; Wang, Tiandong; Davis, Richard A.; Resnick, Sidney I.
13
2017
Asymptotic normality of in- and out-degree counts in a preferential attachment model. Zbl 1367.05091
Wang, Tiandong; Resnick, Sidney I.
6
2017
Hidden regular variation under full and strong asymptotic dependence. Zbl 1381.28005
Das, Bikramjit; Resnick, Sidney I.
5
2017
Nonstandard regular variation of in-degree and out-degree in the preferential attachment model. Zbl 1343.60138
Samorodnitsky, Gennady; Resnick, Sidney; Towsley, Don; Davis, Richard; Willis, Amy; Wan, Phyllis
21
2016
The impact of competition on prices with numerous firms. Zbl 1371.91064
Gabaix, Xavier; Laibson, David; Li, Deyuan; Li, Hongyi; Resnick, Sidney; de Vries, Casper G.
11
2016
Asymptotic normality of degree counts in a preferential attachment model. Zbl 1426.05152
Resnick, Sidney I.; Samorodnitsky, Gennady
7
2016
Tauberian theory for multivariate regularly varying distributions with application to preferential attachment networks. Zbl 1345.60118
Resnick, Sidney; Samorodnitsky, Gennady
15
2015
Models with hidden regular variation: generation and detection. Zbl 1346.60073
Das, Bikramjit; Resnick, Sidney I.
9
2015
Regularly varying measures on metric spaces: hidden regular variation and hidden jumps. Zbl 1317.60007
Lindskog, Filip; Resnick, Sidney I.; Roy, Joyjit
52
2014
A probability path. Reprint of the 2005 edition. Zbl 1280.60001
Resnick, Sidney I.
15
2014
Transition kernels and the conditional extreme value model. Zbl 1311.60059
Resnick, Sidney I.; Zeber, David
12
2014
Hidden regular variation of moving average processes with heavy-tailed innovations. Zbl 1334.60049
Resnick, Sidney I.; Roy, Joyjit
3
2014
Living on the multidimensional edge: Seeking hidden risks using regular variation. Zbl 1276.60041
Das, Bikramjit; Mitra, Abhimanyu; Resnick, Sidney
26
2013
Asymptotics of Markov kernels and the tail chain. Zbl 1270.60061
Resnick, Sidney I.; Zeber, David
11
2013
Modeling multiple risks: hidden domain of attraction. Zbl 1286.62044
Mitra, Abhimanyu; Resnick, Sidney I.
3
2013
Clustering of Markov chain exceedances. Zbl 1284.60106
Resnick, Sidney I.; Zeber, David
3
2013
Extremal dependence measure and extremogram: the regularly varying case. Zbl 1329.60153
Larsson, Martin; Resnick, Sidney I.
9
2012
Conditioning on an extreme component: model consistency with regular variation on cones. Zbl 1284.60103
Das, Bikramjit; Resnick, Sidney I.
30
2011
Detecting a conditional extreme value model. Zbl 1226.60078
Das, Bikramjit; Resnick, Sidney I.
16
2011
Hidden regular variation and detection of hidden risks. Zbl 1230.91080
Mitra, Abhimanyu; Resnick, Sidney I.
15
2011
Extremal dependence analysis of network sessions. Zbl 1329.62234
López-Oliveros, Luis; Resnick, Sidney I.
3
2011
Modeling total expenditure on warranty claims. Zbl 1238.90051
Mitra, Abhimanyu; Resnick, Sidney I.
1
2011
When does the mean excess plot look linear? Zbl 1230.62011
Ghosh, Souvik; Resnick, Sidney I.
1
2011
A discussion on mean excess plots. Zbl 1195.62068
Ghosh, Souvik; Resnick, Sidney
16
2010
Aggregation of rapidly varying risks and asymptotic independence. Zbl 1181.60019
Mitra, Abhimanyu; Resnick, Sidney I.
19
2009
Extreme values, regular variation and point processes. Reprint of the 1987 original. Zbl 1136.60004
Resnick, Sidney I.
164
2008
The Pareto copula, aggregation of risks, and the emperor’s socks. Zbl 1144.62037
Klüppelberg, Claudia; Resnick, Sidney I.
17
2008
Multivariate regular variation on cones: Application to extreme values, hidden regular variation and conditioned limit laws. Zbl 1142.60042
Resnick, Sidney I.
15
2008
The influence of dependence on data network models. Zbl 1157.90349
D’Auria, Bernardo; Resnick, Sidney I.
9
2008
QQ plots, random sets and data from a heavy tailed distribution. Zbl 1136.62007
Das, B.; Resnick, S. I.
7
2008
Warranty claims modeling. Zbl 1153.90501
Kulkarni, Vidyadhar; Resnick, Sidney I.
1
2008
Heavy-tail phenomena. Probabilistic and statistical modeling. Zbl 1152.62029
Resnick, Sidney I.
555
2007
Limit laws for random vectors with an extreme component. Zbl 1125.60049
Heffernan, Janet E.; Resnick, Sidney I.
66
2007
Activity rates with very heavy tails. Zbl 1090.60075
Mikosch, Thomas; Resnick, Sidney
11
2006
Data network models of burstiness. Zbl 1103.90029
d’Auria, Bernardo; Resnick, Sidney I.
10
2006
Hidden regular variation and the rank transform. Zbl 1073.60057
Heffernan, Janet; Resnick, Sidney
24
2005
Extremal dependence: internet traffic applications. Zbl 1061.62077
Hernandez-Campos, Felix; Jeffay, Kevin; Park, Cheolwoo; Marron, J. S.; Resnick, Sidney I.
10
2005
Characterizations and examples of hidden regular variation. Zbl 1088.62066
Maulik, Krishanu; Resnick, Sidney
59
2004
Extreme values in finance, telecommunications, and the environment. Invited papers presented at the 5th Séminaire Européen de Statitisque (SemStat) on extreme value theory and applications, Gothenburg, Sweden, December 10–16, 2001. Zbl 1020.00022
29
2004
On the foundations of multivariate heavy-tail analysis. Zbl 1049.62056
Resnick, Sidney
25
2004
The extremal dependence measure and asymptotic independence. Zbl 1054.62063
Resnick, Sidney
22
2004
Point processes associated with stationary stable processes. Zbl 1074.60058
Resnick, Sidney; Samorodnitsky, Gennady
11
2004
Hidden regular variation, second order regular variation and asymptotic independence. Zbl 1035.60053
Resnick, Sidney
91
2003
Empirical testing of the infinite source Poisson data traffic model. Zbl 1048.62080
Guerin, C. A.; Nyberg, H.; Perrin, O.; Resnick, S.; Rootzén, H.; Stărică, C.
18
2003
Wavelet analysis of conservative cascades. Zbl 1020.62075
Resnick, Sidney; Samorodnitsky, Gennady; Gilbert, Anna; Willinger, Walter
9
2003
Small and large time scale analysis of a network traffic model. Zbl 1013.90047
Maulik, Krishanu; Resnick, Sidney
7
2003
Domains of attraction for exponential families. Zbl 1075.60502
Balkema, August A.; Klüppelberg, Claudia; Resnick, Sidney I.
7
2003
The self-similar and multifractal nature of a network traffic model. Zbl 1138.60316
Maulik, Krishanu; Resnick, Sidney
5
2003
Limits of on/off hierarchical product models for data transmission. Zbl 1042.90004
Resnick, Sidney; Samorodnitsky, Gennady
2
2003
Is network traffic approximated by stable Lévy motion or fractional Brownian motion? Zbl 1021.60076
Mikosch, Thomas; Resnick, Sidney; Rootzén, Holger; Stegeman, Alwin
111
2002
Asymptotic independent and a network traffic model. Zbl 1090.90017
Maulik, Krishanu; Resnick, Sidney; Rootzén, Holger
43
2002
A single channel on/off model with TCP-like control. Zbl 1015.60087
Borkovec, Milan; Dasgupta, Amites; Resnick, Sidney; Samorodnitsky, Gennady
3
2002
Lévy processes. Theory and applications. Zbl 0961.00012
103
2001
Steady-state distribution of the buffer content for \(\text{M}/\text{G}/\infty\) input fluid queues. Zbl 0994.60085
Resnick, Sidney; Samorodnitsky, Gennady
10
2001
How to make a Hill plot. Zbl 1106.62333
Drees, Holger; de Haan, Laurens; Resnick, Sidney
69
2000
Self-similar communication models and very heavy tails. Zbl 1083.60521
Resnick, Sidney; Rootzén, Holger
22
2000
Growth rates of sample covariances of stationary symmetric \(\alpha \)-stable processes associated with null recurrent Markov chains. Zbl 0995.62083
Resnick, Sidney; Samorodnitsky, Gennady; Xue, Fang
14
2000
Sample correlation behavior for the heavy tailed general bilinear process. Zbl 0955.60028
Resnick, Sidney; van den Berg, Eric
9
2000
The maximum of the periodogram for a heavy-tailed sequence. Zbl 1044.62097
Mikosch, Thomas; Resnick, Sidney; Samorodnitsky, Gennady
7
2000
A heavy traffic approximation for workload processes with heavy tailed service requirements. Zbl 1232.90133
Resnick, Sidney; Samorodnitsky, Gennady
6
2000
A test for nonlinearity of time series with infinite variance. Zbl 0971.62049
Resnick, Sidney; Van den Berg, Eric
3
2000
Extreme value theory as a risk management tool. SOA Seminar: Integrated Approaches to Risk Measurement in the Financial Services Industry (Atlanta, GA, 1997). Zbl 1082.91530
Embrechts, Paul; Resnick, Sidney I.; Samorodnitsky, Gennady
60
1999
A probability path. Zbl 0944.60002
Resnick, Sidney I.
59
1999
Activity periods of an infinite server queue and performance of certain heavy tailed fluid queues. Zbl 0997.60111
Resnick, Sidney; Samorodnitsky, Gennady
19
1999
How misleading can sample ACFs of stable MAs be? (Very!). Zbl 0959.62076
Resnick, Sidney; Samorodnitsky, Gennady; Xue, Fang
11
1999
Pitfalls of fitting autoregressive models for heavy-tailed time series. Zbl 0933.62087
Feigin, Paul D.; Resnick, Sidney I.
9
1999
Smoothing the moment estimator of the extreme value parameter. Zbl 0921.62028
Resnick, Sidney; Stărică, Cătălin
7
1999
How system performance is affected by the interplay of averages in a fluid queue with long range dependence induced by heavy tails. Zbl 1059.60505
Heath, David; Resnick, Sidney; Samorodnitsky, Gennady
7
1999
Limit laws for exponential families. Zbl 0939.62020
Balkema, August A.; Klüppelberg, Claudia; Resnick, Sidney I.
6
1999
Heavy tails and long range dependence in on/off processes and associated fluid models. Zbl 0981.60092
Heath, David; Resnick, Sidney; Samorodnitsky, Gennady
45
1998
Tail index estimation for dependent data. Zbl 0942.60037
Resnick, Sidney; Stărică, Catalin
45
1998
On asymptotic mormality of the Hill estimator. Zbl 1002.60519
de Haan, Laurens; Resnick, Sidney
34
1998
Why non-linearities can ruin the heavy-tailed modeler’s day. Zbl 0954.62107
Resnick, Sidney I.
10
1998
Sample correlations of infinite variance time series models: An empirical and theoretical study. Zbl 0919.62104
Cohen, Jason; Resnick, Sidney; Samorodnitsky, Gennady
4
1998
Heavy tailed hidden semi-Markov models. Zbl 0933.60099
Resnick, Sidney; Subramanian, Ajay
2
1998
Heavy tail modeling and teletraffic data. (With discussions and rejoinder). Zbl 0942.62097
Resnick, Sidney I.
96
1997
Smoothing the Hill estimator. Zbl 0873.60021
Resnick, Sidney; Stărică, Cătălin
48
1997
Second-order regular variation, convolution and the central limit theorem. Zbl 0913.60001
Geluk, J.; de Haan, L.; Resnick, S.; Stărică, C.
34
1997
Asymptotic behavior of Hill’s estimator for autoregressive data. Zbl 1047.62079
Resnick, Sidney; Stărică, Cătălin
32
1997
Patterns of buffer overflow in a class of queues with long memory in the input stream. Zbl 0905.60070
Heath, David; Resnick, Sidney; Samorodnitsky, Gennady
20
1997
Performance decay in a single server exponential queueing model with long range dependence. Zbl 0890.90066
Resnick, Sidney; Samorodnitsky, Gennady
9
1997
Linear programming estimators and bootstrapping for heavy tailed phenomena. Zbl 0884.62094
Feigin, Paul D.; Resnick, Sidney I.
3
1997
Limit theory for bilinear processes with heavy-tailed noise. Zbl 0879.60053
Davis, Richard A.; Resnick, Sidney I.
53
1996
The qq-estimator and heavy tails. Zbl 0887.62025
Kratz, Marie; Resnick, Sidney I.
49
1996
Second-order regular variation and rates of convergence in extreme-value theory. Zbl 0862.60039
de Haan, Laurens; Resnick, Sidney
48
1996
Parameter estimation for moving averages with positive innovations. Zbl 0881.62093
Feigin, Paul D.; Kratz, Marie F.; Resnick, Sidney I.
10
1996
Ordered independent scattering. Zbl 0873.60037
Goldie, Charles M.; Resnick, Sidney
3
1996
...and 81 more Documents
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Cited by 3,679 Authors

91 Resnick, Sidney Ira
73 Hashorva, Enkelejd
66 Mikosch, Thomas
63 Samorodnitsky, Gennady Pinkhosovich
42 de Haan, Laurens
42 Klüppelberg, Claudia
35 Davis, Richard A.
32 Peng, Zuoxiang
28 Falk, Michael
28 Segers, Johan
27 Peng, Liang
25 Stoev, Stilian A.
25 Tang, Qihe
24 Nadarajah, Saralees
24 Yang, Yang
23 Tawn, Jonathan A.
22 Asmussen, Søren
22 Surgailis, Donatas
21 Kabluchko, Zakhar A.
21 Maller, Ross Arthur
21 Soulier, Philippe
21 Zhang, Zhijun
20 Das, Bikramjit
20 Girard, Stéphane
20 Zwart, Bert P.
19 Dębicki, Krzysztof
19 Kokoszka, Piotr S.
19 Rachev, Svetlozar T.
18 Drees, Holger
18 Hüsler, Jürg
17 Basrak, Bojan
17 Boxma, Onno Johan
17 Dombry, Clément
17 Embrechts, Paul
17 Iksanov, Aleksander M.
17 Mi, Ling
17 Zhang, Zhengjun
16 Kulik, Rafał
16 Padoan, Simone A.
15 Omey, Edward
15 Owada, Takashi
15 Robert, Christian-Yann
15 Schlather, Martin
15 Wang, Yizao
14 Fasen, Vicky
14 Fougères, Anne-Laure
14 Hu, Taizhong
14 Krizmanić, Danijel
14 Li, Jinzhu
14 McCormick, William P.
14 Meerschaert, Mark Marvin
14 Wang, Tiandong
14 Wintenberger, Olivier
13 Einmahl, John H. J.
13 Engelke, Sebastian
13 Ferreira, Marta
13 Guillou, Armelle
13 Li, Haijun
13 Liao, Xin
13 Mandjes, Michel Robertus Hendrikus
13 Mao, Tiantian
13 Pakes, Anthony G.
13 Wan, Haitao
12 Asimit, Alexandru V.
12 Barakat, Haroon Mohamed
12 Beirlant, Jan
12 de Vries, Casper George
12 Ferreira, Helena
12 Leal de Carvalho Gomes, Maria Ivette
12 Hazra, Rajat Subhra
12 Stupfler, Gilles
12 Yuen, Kam Chuen
12 Zhang, Rongmao
11 Blanchet, Jose H.
11 Bose, Arup
11 Clémençon, Stéphan
11 Gardes, Laurent
11 Glynn, Peter W.
11 Hill, Jonathan B.
11 Hsing, Tailen
11 Huser, Raphaël
11 Joe, Harry
11 Mai, Jan-Frederik
11 Matsui, Muneya
11 Perry, David
11 Reiss, Rolf-Dieter
11 Roy, Parthanil
11 Zhou, Chen
10 Albrecher, Hansjörg
10 Genton, Marc G.
10 Hall, Peter Gavin
10 Lee, Sangyeol
10 Molchanov, Ilya S.
10 Naveau, Philippe
10 Nešlehová, Johanna G.
10 Oesting, Marco
10 Rootzén, Holger
10 Sabourin, Anne
10 Scotto, Manuel González
10 Taqqu, Murad S.
...and 3,579 more Authors
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Cited in 404 Serials

242 Extremes
239 Stochastic Processes and their Applications
219 Statistics & Probability Letters
124 Journal of Multivariate Analysis
99 Journal of Applied Probability
98 Advances in Applied Probability
91 Insurance Mathematics & Economics
90 Communications in Statistics. Theory and Methods
89 Journal of Statistical Planning and Inference
88 Bernoulli
86 The Annals of Applied Probability
57 Probability Theory and Related Fields
55 The Annals of Probability
53 Journal of Econometrics
51 The Annals of Statistics
50 Queueing Systems
49 Stochastic Models
41 Journal of Theoretical Probability
41 Methodology and Computing in Applied Probability
40 Journal of Mathematical Analysis and Applications
38 Journal of Time Series Analysis
33 Computational Statistics and Data Analysis
31 Lithuanian Mathematical Journal
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29 Econometric Theory
28 Annals of the Institute of Statistical Mathematics
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28 European Journal of Operational Research
28 Electronic Journal of Statistics
27 Journal of Statistical Physics
27 Scandinavian Journal of Statistics
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24 The Annals of Applied Statistics
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20 Communications in Statistics. Simulation and Computation
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18 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques
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13 The Canadian Journal of Statistics
13 ASTIN Bulletin
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12 Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete
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7 Journal of Economic Theory
7 Naval Research Logistics
7 Transactions of the American Mathematical Society
7 Electronic Communications in Probability
7 Mathematical Methods of Operations Research
7 Brazilian Journal of Probability and Statistics
7 Boundary Value Problems
7 European Actuarial Journal
6 Mathematical Proceedings of the Cambridge Philosophical Society
6 Econometrica
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6 Theory of Probability and Mathematical Statistics
6 Mathematical Problems in Engineering
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