Edit Profile (opens in new tab) Resnick, Sidney Ira Compute Distance To: Compute Author ID: resnick.sidney-i Published as: Resnick, Sidney I.; Resnick, Sidney; Resnick, S. I.; Resnick, S. more...less Homepage: https://stat.cornell.edu/people/field-faculty/sidney-resnick External Links: MGP · ORCID · Google Scholar · dblp Documents Indexed: 188 Publications since 1970, including 6 Books 1 Contribution as Editor · 1 Further Contribution Co-Authors: 79 Co-Authors with 162 Joint Publications 1,956 Co-Co-Authors all top 5 Co-Authors 26 single-authored 20 de Haan, Laurens 19 Samorodnitsky, Gennady Pinkhosovich 17 Davis, Richard A. 9 Wang, Tiandong 8 Stărică, Cătălin 6 Das, Bikramjit 6 Feigin, Paul David 6 Klüppelberg, Claudia 6 Maller, Ross Arthur 6 Rootzén, Holger 6 Roy, Rishin 5 Balkema, August A. 5 Goldie, Charles M. 5 Mikosch, Thomas 5 Mitra, Abhimanyu 4 Brockwell, Peter J. 4 Maulik, Krishanu 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 Shemehsavar, Soudabeh 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. all top 5 Serials 22 Advances in Applied Probability 21 Stochastic Processes and their Applications 20 Journal of Applied Probability 17 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 Stochastic Systems 2 Springer Series in Operations Research and Financial Engineering 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 Methodology and Computing in Applied Probability 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 Modern Birkhäuser Classics 1 SIAM Journal on Mathematics of Data Science all top 5 Fields 160 Probability theory and stochastic processes (60-XX) 85 Statistics (62-XX) 25 Operations research, mathematical programming (90-XX) 15 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 10 Combinatorics (05-XX) 6 Measure and integration (28-XX) 4 Real functions (26-XX) 4 Computer science (68-XX) 3 General and overarching topics; collections (00-XX) 2 Biology and other natural sciences (92-XX) 2 Information and communication theory, circuits (94-XX) 1 Order, lattices, ordered algebraic structures (06-XX) 1 Harmonic analysis on Euclidean spaces (42-XX) 1 Integral transforms, operational calculus (44-XX) 1 Convex and discrete geometry (52-XX) 1 Numerical analysis (65-XX) 1 Systems theory; control (93-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 178 Publications have been cited 5,537 times in 3,200 Documents Cited by ▼ Year ▼ Extreme values, regular variation, and point processes. Zbl 0633.60001Resnick, Sidney I. 1,156 1987 Heavy-tail phenomena. Probabilistic and statistical modeling. Zbl 1152.62029Resnick, Sidney I. 441 2007 Adventures in stochastic processes. Zbl 0762.60002Resnick, Sidney I. 186 1992 Limit theory for moving averages of random variables with regularly varying tail probabilities. Zbl 0562.60026Davis, Richard; Resnick, Sidney 132 1985 Point processes, regular variation and weak convergence. Zbl 0597.60048Resnick, Sidney I. 130 1986 Extreme values, regular variation and point processes. Reprint of the 1987 original. Zbl 1136.60004Resnick, Sidney I. 126 2008 Limit theory for multivariate sample extremes. Zbl 0375.60031de Haan, Laurens; Resnick, Sidney I. 123 1977 Limit theory for the sample covariance and correlation functions of moving averages. Zbl 0605.62092Davis, Richard; Resnick, Sidney 121 1986 Is network traffic approximated by stable Lévy motion or fractional Brownian motion? Zbl 1021.60076Mikosch, Thomas; Resnick, Sidney; Rootzén, Holger; Stegeman, Alwin 102 2002 Heavy tail modeling and teletraffic data. (With discussions and rejoinder). Zbl 0942.62097Resnick, Sidney I. 89 1997 Hidden regular variation, second order regular variation and asymptotic independence. Zbl 1035.60053Resnick, Sidney 85 2003 Extreme values of independent stochastic processes. Zbl 0384.60055Brown, Bruce M.; Resnick, Sidney I. 81 1977 Extremal behaviour of solutions to a stochastic difference equation with applications to ARCH processes. Zbl 0679.60029de Haan, Laurens; Resnick, Sidney I.; Rootzén, Holger; de Vries, Casper G. 73 1989 Birth, immigration and catastrophe processes. Zbl 0496.92007Brockwell, P. J.; Gani, J.; Resnick, S. I. 72 1982 Limit laws for record values. Zbl 0253.60028Resnick, Sidney I. 62 1973 How to make a Hill plot. Zbl 1106.62333Drees, Holger; de Haan, Laurens; Resnick, Sidney 61 2000 Tail estimates motivated by extreme value theory. Zbl 0555.62035Davis, Richard; Resnick, Sidney 56 1984 Characterizations and examples of hidden regular variation. Zbl 1088.62066Maulik, Krishanu; Resnick, Sidney 55 2004 Limit laws for random vectors with an extreme component. Zbl 1125.60049Heffernan, Janet E.; Resnick, Sidney I. 54 2007 A bivariate stable characterization and domains of attraction. Zbl 0409.62038Resnick, Sidney; Greenwood, Priscilla 54 1979 Extreme value theory as a risk management tool. SOA Seminar: Integrated Approaches to Risk Measurement in the Financial Services Industry (Atlanta, GA, 1997). Zbl 1082.91530Embrechts, Paul; Resnick, Sidney I.; Samorodnitsky, Gennady 51 1999 Consistency of Hill’s estimator for dependent data. Zbl 0836.60020Resnick, Sidney; Stărică, Cătălin 49 1995 Limit theory for bilinear processes with heavy-tailed noise. Zbl 0879.60053Davis, Richard A.; Resnick, Sidney I. 49 1996 The qq-estimator and heavy tails. Zbl 0887.62025Kratz, Marie; Resnick, Sidney I. 47 1996 Lévy processes. Theory and applications. Zbl 0961.00012 47 2001 Regularly varying measures on metric spaces: hidden regular variation and hidden jumps. Zbl 1317.60007Lindskog, Filip; Resnick, Sidney I.; Roy, Joyjit 47 2014 A probability path. Zbl 0944.60002Resnick, Sidney I. 46 1999 Basic properties and prediction of max-ARMA processes. Zbl 0716.62098Davis, Richard A.; Resnick, Sidney I. 46 1989 Max-infinite divisibility. Zbl 0366.60025Balkema, A. A.; Resnick, S. I. 45 1977 Smoothing the Hill estimator. Zbl 0873.60021Resnick, Sidney; Stărică, Cătălin 45 1997 Second-order regular variation and rates of convergence in extreme-value theory. Zbl 0862.60039de Haan, Laurens; Resnick, Sidney 45 1996 Moving averages with random coefficients and random coefficient autoregressive models. Zbl 0747.60062Resnick, Sidney I.; Willekens, Eric 45 1991 Functional limit theorems for dependent variables. Zbl 0398.60024Durrett, Richard; Resnick, Sidney I. 44 1978 The stationary distribution and first exit probabilities of a storage process with general release rule. Zbl 0381.60092Harrison, J. Michael; Resnick, Sidney I. 44 1976 Asymptotic independent and a network traffic model. Zbl 1090.90017Maulik, Krishanu; Resnick, Sidney; Rootzén, Holger 43 2002 Heavy tails and long range dependence in on/off processes and associated fluid models. Zbl 0981.60092Heath, David; Resnick, Sidney; Samorodnitsky, Gennady 43 1998 Tail index estimation for dependent data. Zbl 0942.60037Resnick, Sidney; Stărică, Catalin 42 1998 Estimating the limit distribution of multivariate extremes. Zbl 0777.62036de Haan, L.; Resnick, Sidney I. 39 1993 More limit theory for the sample correlation function of moving averages. Zbl 0572.62075Davis, Richard; Resnick, Sidney 38 1985 Storage processes with general release rule and additive inputs. Zbl 0482.60087Brockwell, P. J.; Resnick, S. I.; Tweedie, R. L. 36 1982 On asymptotic mormality of the Hill estimator. Zbl 1002.60519de Haan, Laurens; Resnick, Sidney 32 1998 Extremes of moving averages of random variables from the domain of attraction of the double exponential distribution. Zbl 0657.60028Davis, Richard; Resnick, Sidney 31 1988 Second-order regular variation, convolution and the central limit theorem. Zbl 0913.60001Geluk, J.; de Haan, L.; Resnick, S.; Stărică, C. 30 1997 Conditioning on an extreme component: model consistency with regular variation on cones. Zbl 1284.60103Das, Bikramjit; Resnick, Sidney I. 29 2011 Almost sure stability of maxima. Zbl 0258.60025Resnick, Sidney I.; Tomkins, R. J. 27 1973 Distributions that are both subexponential and in the domain of attraction of an extreme-value distribution. Zbl 0659.60028Goldie, Charles M.; Resnick, Sidney 27 1988 Domains of attraction and regular variation in \({\mathbb{R}}^ d\). Zbl 0536.60027de Haan, Laurens; Omey, E.; Resnick, Sidney I. 26 1984 Asymptotic behavior of Hill’s estimator for autoregressive data. Zbl 1047.62079Resnick, Sidney; Stărică, Cătălin 25 1997 On the foundations of multivariate heavy-tail analysis. Zbl 1049.62056Resnick, Sidney 24 2004 Living on the multidimensional edge: Seeking hidden risks using regular variation. Zbl 1276.60041Das, Bikramjit; Mitra, Abhimanyu; Resnick, Sidney 24 2013 A simple asymptotic estimate for the index of a stable distribution. Zbl 0422.62017De Haan, Laurens; Resnick, Sidney I. 23 1980 Record values and maxima. Zbl 0261.60024Resnick, Sidney I. 23 1973 Hidden regular variation and the rank transform. Zbl 1073.60057Heffernan, Janet; Resnick, Sidney 22 2005 The structure of extremal processes. Zbl 0262.60062Resnick, Sidney I.; Rubinovitch, Michael 22 1973 Tail equivalence and its applications. Zbl 0217.49903Resnick, S. I. 22 1971 Prediction of stationary max-stable processes. Zbl 0779.60048Davis, Richard A.; Resnick, Sidney I. 21 1993 Extremes of moving averages of random variables with finite endpoint. Zbl 0726.60038Davis, Richard A.; Resnick, Sidney I. 20 1991 Random usc functions, max-stable processes and continuous choice. Zbl 0731.60079Resnick, Sidney I.; Roy, Rishin 20 1991 The extremal dependence measure and asymptotic independence. Zbl 1054.62063Resnick, Sidney 19 2004 Self-similar communication models and very heavy tails. Zbl 1083.60521Resnick, Sidney; Rootzén, Holger 19 2000 Weak convergence to extremal processes. Zbl 0322.60024Resnick, Sidney I. 19 1975 Activity periods of an infinite server queue and performance of certain heavy tailed fluid queues. Zbl 0997.60111Resnick, Sidney; Samorodnitsky, Gennady 18 1999 Patterns of buffer overflow in a class of queues with long memory in the input stream. Zbl 0905.60070Heath, David; Resnick, Sidney; Samorodnitsky, Gennady 18 1997 Limiting behavior of sums and the term of maximum modulus. Zbl 0525.60036Maller, R. A.; Resnick, S. I. 18 1984 Densities with Gaussian tails. Zbl 0789.60010Balkema, A. A.; Klüppelberg, C.; Resnick, S. I. 18 1993 Empirical testing of the infinite source Poisson data traffic model. Zbl 1048.62080Guerin, C. A.; Nyberg, H.; Perrin, O.; Resnick, S.; Rootzén, H.; Stărică, C. 17 2003 Nonstandard regular variation of in-degree and out-degree in the preferential attachment model. Zbl 1343.60138Samorodnitsky, Gennady; Resnick, Sidney; Towsley, Don; Davis, Richard; Willis, Amy; Wan, Phyllis 17 2016 Aggregation of rapidly varying risks and asymptotic independence. Zbl 1181.60019Mitra, Abhimanyu; Resnick, Sidney I. 17 2009 Weak convergence with random indices. Zbl 0368.60028Durrett, Richard T.; Resnick, Sidney I. 16 1977 Detecting a conditional extreme value model. Zbl 1226.60078Das, Bikramjit; Resnick, Sidney I. 16 2011 Multivariate regular variation on cones: Application to extreme values, hidden regular variation and conditioned limit laws. Zbl 1142.60042Resnick, Sidney I. 15 2008 Records in a partially ordered set. Zbl 0678.60001Goldie, Charles M.; Resnick, Sidney 15 1989 Derivatives of regularly varying functions in \(R^d\) and domains of attraction of stable distributions. Zbl 0398.60013De Haan, Laurens; Resnick, Sidney I. 15 1979 Local limit theorems for sample extremes. Zbl 0485.60017de Haan, Laurens; Resnick, Sidney I. 15 1982 Records from improving populations. Zbl 0584.62149Ballerini, Rocco; Resnick, Sidney 14 1985 The Pareto copula, aggregation of risks, and the emperor’s socks. Zbl 1144.62037Klüppelberg, Claudia; Resnick, Sidney I. 14 2008 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 14 2004 Many multivariate records. Zbl 0839.60047Goldie, Charles M.; Resnick, Sidney I. 14 1995 Growth rates of sample covariances of stationary symmetric \(\alpha \)-stable processes associated with null recurrent Markov chains. Zbl 0995.62083Resnick, Sidney; Samorodnitsky, Gennady; Xue, Fang 13 2000 The convex hull of a random sample in \({\mathbb{R}}^ 2\). Zbl 0621.60014Davis, R.; Mulrow, E.; Resnick, S. 13 1987 Tauberian theory for multivariate regularly varying distributions with application to preferential attachment networks. Zbl 1345.60118Resnick, Sidney; Samorodnitsky, Gennady 13 2015 Inverses of extremal processes. Zbl 0285.60028Resnick, Sidney I. 13 1974 Multivariate subexponential distributions. Zbl 0751.62025Cline, Daren B. H.; Resnick, Sidney I. 13 1992 Limit distributions for linear programming time series estimators. Zbl 0819.62070Feigin, Paul D.; Resnick, Sidney I. 13 1994 A discussion on mean excess plots. Zbl 1195.62068Ghosh, Souvik; Resnick, Sidney 13 2010 Hidden regular variation and detection of hidden risks. Zbl 1230.91080Mitra, Abhimanyu; Resnick, Sidney I. 13 2011 The recurrence classification of risk and storage processes. Zbl 0397.90033Harrison, J. Michael; Resnick, Sidney I. 12 1978 Conjugate \(\pi\)-variation and process inversion. Zbl 0428.60033De Haan, Laurens; Resnick, Sidney I. 12 1979 Records in the presence of a linear trend. Zbl 0652.62091Ballerini, Rocco; Resnick, Sidney I. 12 1987 How misleading can sample ACFs of stable MAs be? (Very!). Zbl 0959.62076Resnick, Sidney; Samorodnitsky, Gennady; Xue, Fang 11 1999 Extremal processes and record value times. Zbl 0284.60025Resnick, Sidney I. 11 1973 Point processes associated with stationary stable processes. Zbl 1074.60058Resnick, Sidney; Samorodnitsky, Gennady 11 2004 Almost sure limit sets of random samples in \(\mathbb{R}^d\). Zbl 0656.60026Davis, Richard A.; Mulrow, Edward; Resnick, Sidney I. 11 1988 Why non-linearities can ruin the heavy-tailed modeler’s day. Zbl 0954.62107Resnick, Sidney I. 10 1998 Fitting the linear preferential attachment model. Zbl 1387.62074Wan, Phyllis; Wang, Tiandong; Davis, Richard A.; Resnick, Sidney I. 10 2017 Convergence of scaled random samples in \({\mathbb{R}{}}^ d\). Zbl 0746.60030Kinoshita, K.; Resnick, Sidney I. 10 1991 Steady-state distribution of the buffer content for \(\text{M}/\text{G}/\infty\) input fluid queues. Zbl 0994.60085Resnick, Sidney; Samorodnitsky, Gennady 10 2001 Embedding sequences of successive maxima in extremal processes, with applications. Zbl 0633.60046Ballerini, Rocco; Resnick, Sidney I. 10 1987 Activity rates with very heavy tails. Zbl 1090.60075Mikosch, Thomas; Resnick, Sidney 10 2006 Data network models of burstiness. Zbl 1103.90029d’Auria, Bernardo; Resnick, Sidney I. 10 2006 Measuring reciprocity in a directed preferential attachment network. Zbl 07632605Wang, Tiandong; Resnick, Sidney I. 2 2022 Extremes of censored and uncensored lifetimes in survival data. Zbl 1493.62560Maller, Ross; Resnick, Sidney 1 2022 Degree growth rates and index estimation in a directed preferential attachment model. Zbl 1443.60078Wang, Tiandong; Resnick, Sidney I. 8 2020 Are extreme value estimation methods useful for network data? Zbl 1460.62085Wan, Phyllis; Wang, Tiandong; Davis, Richard A.; Resnick, Sidney I. 5 2020 Trimmed Lévy processes and their extremal components. Zbl 1452.60030Ipsen, Yuguang; Maller, Ross; Resnick, Sidney 4 2020 On a minimum distance procedure for threshold selection in tail analysis. Zbl 1484.62057Drees, Holger; Janßen, Anja; Resnick, Sidney I.; Wang, Tiandong 2 2020 Asymptotic independence and support detection techniques for heavy-tailed multivariate data. Zbl 1448.62074Lehtomaa, Jaakko; Resnick, Sidney I. 1 2020 Consistency of Hill estimators in a linear preferential attachment model. Zbl 1432.60056Wang, Tiandong; Resnick, Sidney I. 7 2019 Ratios of ordered points of point processes with regularly varying intensity measures. Zbl 1403.60041Ipsen, Yuguang; Maller, Ross; Resnick, Sidney 4 2019 Processes of \(r^{th}\) largest. Zbl 1403.60025Buchmann, Boris; Maller, Ross; Resnick, Sidney I. 4 2018 Multivariate regular variation of discrete mass functions with applications to preferential attachment networks. Zbl 1401.28006Wang, Tiandong; Resnick, Sidney I. 3 2018 Fitting the linear preferential attachment model. Zbl 1387.62074Wan, Phyllis; Wang, Tiandong; Davis, Richard A.; Resnick, Sidney I. 10 2017 Asymptotic normality of in- and out-degree counts in a preferential attachment model. Zbl 1367.05091Wang, Tiandong; Resnick, Sidney I. 6 2017 Hidden regular variation under full and strong asymptotic dependence. Zbl 1381.28005Das, Bikramjit; Resnick, Sidney I. 3 2017 Nonstandard regular variation of in-degree and out-degree in the preferential attachment model. Zbl 1343.60138Samorodnitsky, Gennady; Resnick, Sidney; Towsley, Don; Davis, Richard; Willis, Amy; Wan, Phyllis 17 2016 The impact of competition on prices with numerous firms. Zbl 1371.91064Gabaix, Xavier; Laibson, David; Li, Deyuan; Li, Hongyi; Resnick, Sidney; de Vries, Casper G. 8 2016 Asymptotic normality of degree counts in a preferential attachment model. Zbl 1426.05152Resnick, Sidney I.; Samorodnitsky, Gennady 4 2016 Tauberian theory for multivariate regularly varying distributions with application to preferential attachment networks. Zbl 1345.60118Resnick, Sidney; Samorodnitsky, Gennady 13 2015 Models with hidden regular variation: generation and detection. Zbl 1346.60073Das, Bikramjit; Resnick, Sidney I. 7 2015 Regularly varying measures on metric spaces: hidden regular variation and hidden jumps. Zbl 1317.60007Lindskog, Filip; Resnick, Sidney I.; Roy, Joyjit 47 2014 A probability path. Reprint of the 2005 edition. Zbl 1280.60001Resnick, Sidney I. 10 2014 Transition kernels and the conditional extreme value model. Zbl 1311.60059Resnick, Sidney I.; Zeber, David 9 2014 Hidden regular variation of moving average processes with heavy-tailed innovations. Zbl 1334.60049Resnick, Sidney I.; Roy, Joyjit 3 2014 Living on the multidimensional edge: Seeking hidden risks using regular variation. Zbl 1276.60041Das, Bikramjit; Mitra, Abhimanyu; Resnick, Sidney 24 2013 Asymptotics of Markov kernels and the tail chain. Zbl 1270.60061Resnick, Sidney I.; Zeber, David 9 2013 Modeling multiple risks: hidden domain of attraction. Zbl 1286.62044Mitra, Abhimanyu; Resnick, Sidney I. 3 2013 Clustering of Markov chain exceedances. Zbl 1284.60106Resnick, Sidney I.; Zeber, David 3 2013 Extremal dependence measure and extremogram: the regularly varying case. Zbl 1329.60153Larsson, Martin; Resnick, Sidney I. 6 2012 Conditioning on an extreme component: model consistency with regular variation on cones. Zbl 1284.60103Das, Bikramjit; Resnick, Sidney I. 29 2011 Detecting a conditional extreme value model. Zbl 1226.60078Das, Bikramjit; Resnick, Sidney I. 16 2011 Hidden regular variation and detection of hidden risks. Zbl 1230.91080Mitra, Abhimanyu; Resnick, Sidney I. 13 2011 Extremal dependence analysis of network sessions. Zbl 1329.62234López-Oliveros, Luis; Resnick, Sidney I. 3 2011 When does the mean excess plot look linear? Zbl 1230.62011Ghosh, Souvik; Resnick, Sidney I. 1 2011 Modeling total expenditure on warranty claims. Zbl 1238.90051Mitra, Abhimanyu; Resnick, Sidney I. 1 2011 A discussion on mean excess plots. Zbl 1195.62068Ghosh, Souvik; Resnick, Sidney 13 2010 Aggregation of rapidly varying risks and asymptotic independence. Zbl 1181.60019Mitra, Abhimanyu; Resnick, Sidney I. 17 2009 Extreme values, regular variation and point processes. Reprint of the 1987 original. Zbl 1136.60004Resnick, Sidney I. 126 2008 Multivariate regular variation on cones: Application to extreme values, hidden regular variation and conditioned limit laws. Zbl 1142.60042Resnick, Sidney I. 15 2008 The Pareto copula, aggregation of risks, and the emperor’s socks. Zbl 1144.62037Klüppelberg, Claudia; Resnick, Sidney I. 14 2008 The influence of dependence on data network models. Zbl 1157.90349D’Auria, Bernardo; Resnick, Sidney I. 9 2008 QQ plots, random sets and data from a heavy tailed distribution. Zbl 1136.62007Das, B.; Resnick, S. I. 7 2008 Warranty claims modeling. Zbl 1153.90501Kulkarni, Vidyadhar; Resnick, Sidney I. 1 2008 Heavy-tail phenomena. Probabilistic and statistical modeling. Zbl 1152.62029Resnick, Sidney I. 441 2007 Limit laws for random vectors with an extreme component. Zbl 1125.60049Heffernan, Janet E.; Resnick, Sidney I. 54 2007 Activity rates with very heavy tails. Zbl 1090.60075Mikosch, Thomas; Resnick, Sidney 10 2006 Data network models of burstiness. Zbl 1103.90029d’Auria, Bernardo; Resnick, Sidney I. 10 2006 Hidden regular variation and the rank transform. Zbl 1073.60057Heffernan, Janet; Resnick, Sidney 22 2005 Extremal dependence: internet traffic applications. Zbl 1061.62077Hernandez-Campos, Felix; Jeffay, Kevin; Park, Cheolwoo; Marron, J. S.; Resnick, Sidney I. 8 2005 Characterizations and examples of hidden regular variation. Zbl 1088.62066Maulik, Krishanu; Resnick, Sidney 55 2004 On the foundations of multivariate heavy-tail analysis. Zbl 1049.62056Resnick, Sidney 24 2004 The extremal dependence measure and asymptotic independence. Zbl 1054.62063Resnick, Sidney 19 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 14 2004 Point processes associated with stationary stable processes. Zbl 1074.60058Resnick, Sidney; Samorodnitsky, Gennady 11 2004 Hidden regular variation, second order regular variation and asymptotic independence. Zbl 1035.60053Resnick, Sidney 85 2003 Empirical testing of the infinite source Poisson data traffic model. Zbl 1048.62080Guerin, C. A.; Nyberg, H.; Perrin, O.; Resnick, S.; Rootzén, H.; Stărică, C. 17 2003 Wavelet analysis of conservative cascades. Zbl 1020.62075Resnick, Sidney; Samorodnitsky, Gennady; Gilbert, Anna; Willinger, Walter 9 2003 Small and large time scale analysis of a network traffic model. Zbl 1013.90047Maulik, Krishanu; Resnick, Sidney 6 2003 Domains of attraction for exponential families. Zbl 1075.60502Balkema, August A.; Klüppelberg, Claudia; Resnick, Sidney I. 6 2003 The self-similar and multifractal nature of a network traffic model. Zbl 1138.60316Maulik, Krishanu; Resnick, Sidney 5 2003 Limits of on/off hierarchical product models for data transmission. Zbl 1042.90004Resnick, Sidney; Samorodnitsky, Gennady 2 2003 Is network traffic approximated by stable Lévy motion or fractional Brownian motion? Zbl 1021.60076Mikosch, Thomas; Resnick, Sidney; Rootzén, Holger; Stegeman, Alwin 102 2002 Asymptotic independent and a network traffic model. Zbl 1090.90017Maulik, Krishanu; Resnick, Sidney; Rootzén, Holger 43 2002 A single channel on/off model with TCP-like control. Zbl 1015.60087Borkovec, Milan; Dasgupta, Amites; Resnick, Sidney; Samorodnitsky, Gennady 3 2002 Lévy processes. Theory and applications. Zbl 0961.00012 47 2001 Steady-state distribution of the buffer content for \(\text{M}/\text{G}/\infty\) input fluid queues. Zbl 0994.60085Resnick, Sidney; Samorodnitsky, Gennady 10 2001 How to make a Hill plot. Zbl 1106.62333Drees, Holger; de Haan, Laurens; Resnick, Sidney 61 2000 Self-similar communication models and very heavy tails. Zbl 1083.60521Resnick, Sidney; Rootzén, Holger 19 2000 Growth rates of sample covariances of stationary symmetric \(\alpha \)-stable processes associated with null recurrent Markov chains. Zbl 0995.62083Resnick, Sidney; Samorodnitsky, Gennady; Xue, Fang 13 2000 Sample correlation behavior for the heavy tailed general bilinear process. Zbl 0955.60028Resnick, Sidney; van den Berg, Eric 9 2000 The maximum of the periodogram for a heavy-tailed sequence. Zbl 1044.62097Mikosch, Thomas; Resnick, Sidney; Samorodnitsky, Gennady 7 2000 A heavy traffic approximation for workload processes with heavy tailed service requirements. Zbl 1232.90133Resnick, Sidney; Samorodnitsky, Gennady 5 2000 A test for nonlinearity of time series with infinite variance. Zbl 0971.62049Resnick, 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 1082.91530Embrechts, Paul; Resnick, Sidney I.; Samorodnitsky, Gennady 51 1999 A probability path. Zbl 0944.60002Resnick, Sidney I. 46 1999 Activity periods of an infinite server queue and performance of certain heavy tailed fluid queues. Zbl 0997.60111Resnick, Sidney; Samorodnitsky, Gennady 18 1999 How misleading can sample ACFs of stable MAs be? (Very!). Zbl 0959.62076Resnick, Sidney; Samorodnitsky, Gennady; Xue, Fang 11 1999 Pitfalls of fitting autoregressive models for heavy-tailed time series. Zbl 0933.62087Feigin, Paul D.; Resnick, Sidney I. 9 1999 How system performance is affected by the interplay of averages in a fluid queue with long range dependence induced by heavy tails. Zbl 1059.60505Heath, David; Resnick, Sidney; Samorodnitsky, Gennady 7 1999 Smoothing the moment estimator of the extreme value parameter. Zbl 0921.62028Resnick, Sidney; Stărică, Cătălin 7 1999 Limit laws for exponential families. Zbl 0939.62020Balkema, August A.; Klüppelberg, Claudia; Resnick, Sidney I. 5 1999 Heavy tails and long range dependence in on/off processes and associated fluid models. Zbl 0981.60092Heath, David; Resnick, Sidney; Samorodnitsky, Gennady 43 1998 Tail index estimation for dependent data. Zbl 0942.60037Resnick, Sidney; Stărică, Catalin 42 1998 On asymptotic mormality of the Hill estimator. Zbl 1002.60519de Haan, Laurens; Resnick, Sidney 32 1998 Why non-linearities can ruin the heavy-tailed modeler’s day. Zbl 0954.62107Resnick, Sidney I. 10 1998 Sample correlations of infinite variance time series models: An empirical and theoretical study. Zbl 0919.62104Cohen, Jason; Resnick, Sidney; Samorodnitsky, Gennady 3 1998 Heavy tailed hidden semi-Markov models. Zbl 0933.60099Resnick, Sidney; Subramanian, Ajay 2 1998 Heavy tail modeling and teletraffic data. (With discussions and rejoinder). Zbl 0942.62097Resnick, Sidney I. 89 1997 Smoothing the Hill estimator. Zbl 0873.60021Resnick, Sidney; Stărică, Cătălin 45 1997 Second-order regular variation, convolution and the central limit theorem. Zbl 0913.60001Geluk, J.; de Haan, L.; Resnick, S.; Stărică, C. 30 1997 Asymptotic behavior of Hill’s estimator for autoregressive data. Zbl 1047.62079Resnick, Sidney; Stărică, Cătălin 25 1997 Patterns of buffer overflow in a class of queues with long memory in the input stream. Zbl 0905.60070Heath, David; Resnick, Sidney; Samorodnitsky, Gennady 18 1997 Performance decay in a single server exponential queueing model with long range dependence. Zbl 0890.90066Resnick, Sidney; Samorodnitsky, Gennady 9 1997 Linear programming estimators and bootstrapping for heavy tailed phenomena. Zbl 0884.62094Feigin, Paul D.; Resnick, Sidney I. 3 1997 Limit theory for bilinear processes with heavy-tailed noise. Zbl 0879.60053Davis, Richard A.; Resnick, Sidney I. 49 1996 The qq-estimator and heavy tails. Zbl 0887.62025Kratz, Marie; Resnick, Sidney I. 47 1996 Second-order regular variation and rates of convergence in extreme-value theory. Zbl 0862.60039de Haan, Laurens; Resnick, Sidney 45 1996 Parameter estimation for moving averages with positive innovations. Zbl 0881.62093Feigin, Paul D.; Kratz, Marie F.; Resnick, Sidney I. 8 1996 Ordered independent scattering. Zbl 0873.60037Goldie, Charles M.; Resnick, Sidney 3 1996 Consistency of Hill’s estimator for dependent data. Zbl 0836.60020Resnick, Sidney; Stărică, Cătălin 49 1995 Many multivariate records. Zbl 0839.60047Goldie, Charles M.; Resnick, Sidney I. 14 1995 ...and 78 more Documents all cited Publications top 5 cited Publications all top 5 Cited by 3,191 Authors 85 Resnick, Sidney Ira 67 Hashorva, Enkelejd 62 Samorodnitsky, Gennady Pinkhosovich 59 Mikosch, Thomas 42 de Haan, Laurens 39 Klüppelberg, Claudia 33 Davis, Richard A. 29 Peng, Zuoxiang 27 Falk, Michael 26 Peng, Liang 25 Segers, Johan 23 Nadarajah, Saralees 23 Stoev, Stilian A. 23 Tang, Qihe 22 Asmussen, Søren 20 Kabluchko, Zakhar A. 20 Surgailis, Donatas 20 Zhang, Zhijun 19 Das, Bikramjit 19 Soulier, Philippe 19 Tawn, Jonathan A. 18 Hüsler, Jürg 18 Maller, Ross Arthur 18 Rachev, Svetlozar T. 18 Yang, Yang 17 Basrak, Bojan 17 Drees, Holger 17 Iksanov, Aleksander M. 17 Kokoszka, Piotr S. 17 Zwart, Bert P. 16 Dombry, Clément 16 Embrechts, Paul 15 Boxma, Onno Johan 15 Girard, Stéphane 15 Mi, Ling 15 Robert, Christian Yann 14 Dębicki, Krzysztof 14 Fasen, Vicky 14 Fougères, Anne-Laure 14 Kulik, Rafał 14 McCormick, William P. 14 Meerschaert, Mark Marvin 14 Schlather, Martin 13 Hu, Taizhong 13 Owada, Takashi 13 Padoan, Simone A. 13 Pakes, Anthony G. 13 Wang, Yizao 13 Zhang, Zhengjun 12 Asimit, Alexandru V. 12 Barakat, Haroon Mohamed 12 Beirlant, Jan 12 de Vries, Casper George 12 Einmahl, John H. J. 12 Hazra, Rajat Subhra 12 Li, Jinzhu 12 Mandjes, Michel Robertus Hendrikus 12 Mao, Tiantian 12 Omey, Edward 12 Zhang, Rongmao 11 Barbe, Philippe 11 Bose, Arup 11 Engelke, Sebastian 11 Ferreira, Helena 11 Ferreira, Marta 11 Glynn, Peter W. 11 Guillou, Armelle 11 Hill, Jonathan B. 11 Hsing, Tailen 11 Liao, Xin 11 Mai, Jan-Frederik 11 Perry, David 11 Roy, Parthanil 11 Wan, Haitao 11 Wang, Tiandong 11 Wintenberger, Olivier 10 Blanchet, Jose H. 10 Gardes, Laurent 10 Genton, Marc G. 10 Leal de Carvalho Gomes, Maria Ivette 10 Hall, Peter Gavin 10 Krizmanić, Danijel 10 Li, Haijun 10 Molchanov, Ilya S. 10 Reiss, Rolf-Dieter 10 Rootzén, Holger 10 Yuen, Kam Chuen 10 Zhou, Chen 9 Albrecher, Hansjörg 9 Balan, Raluca M. 9 Chen, Yiqing 9 Cîrstea, Florica-Corina Şt. 9 Economou, Antonis 9 Huang, Shuibo 9 Lee, Sangyeol 9 Li, Deyuan 9 Matsui, Muneya 9 Maulik, Krishanu 9 Mittnik, Stefan 9 Naveau, Philippe ...and 3,091 more Authors all top 5 Cited in 358 Serials 227 Extremes 224 Stochastic Processes and their Applications 208 Statistics & Probability Letters 112 Journal of Multivariate Analysis 96 Journal of Applied Probability 93 Advances in Applied Probability 89 Journal of Statistical Planning and Inference 84 Insurance Mathematics & Economics 82 Communications in Statistics. 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