Edit Profile (opens in new tab) Resnick, Sidney Ira Co-Author Distance 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: 194 Publications since 1970, including 6 Books and 4 Additional arXiv Preprints 1 Contribution as Editor · 1 Further Contribution Co-Authors: 79 Co-Authors with 168 Joint Publications 1,987 Co-Co-Authors all top 5 Co-Authors 26 single-authored 20 de Haan, Laurens 19 Samorodnitsky, Gennady Pinkhosovich 17 Davis, Richard A. 13 Wang, Tiandong 8 Stărică, Cătălin 7 Das, Bikramjit 7 Maller, Ross Arthur 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 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 Shemehsavar, Soudabeh 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. 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 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 Modern Birkhäuser Classics 1 SIAM Journal on Mathematics of Data Science all top 5 Fields 166 Probability theory and stochastic processes (60-XX) 86 Statistics (62-XX) 26 Operations research, mathematical programming (90-XX) 16 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 12 Combinatorics (05-XX) 7 Measure and integration (28-XX) 4 Real functions (26-XX) 3 General and overarching topics; collections (00-XX) 3 Computer science (68-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 180 Publications have been cited 5,960 times in 3,453 Documents Cited by ▼ Year ▼ Extreme values, regular variation, and point processes. Zbl 0633.60001 Resnick, Sidney I. 1,235 1987 Heavy-tail phenomena. Probabilistic and statistical modeling. Zbl 1152.62029 Resnick, Sidney I. 511 2007 Adventures in stochastic processes. Zbl 0762.60002 Resnick, Sidney I. 199 1992 Extreme values, regular variation and point processes. Reprint of the 1987 original. Zbl 1136.60004 Resnick, Sidney I. 149 2008 Limit theory for moving averages of random variables with regularly varying tail probabilities. Zbl 0562.60026 Davis, Richard; Resnick, Sidney 135 1985 Point processes, regular variation and weak convergence. Zbl 0597.60048 Resnick, Sidney I. 135 1986 Limit theory for multivariate sample extremes. Zbl 0375.60031 de Haan, Laurens; Resnick, Sidney I. 133 1977 Limit theory for the sample covariance and correlation functions of moving averages. Zbl 0605.62092 Davis, Richard; Resnick, Sidney 125 1986 Is network traffic approximated by stable Lévy motion or fractional Brownian motion? Zbl 1021.60076 Mikosch, Thomas; Resnick, Sidney; Rootzén, Holger; Stegeman, Alwin 107 2002 Heavy tail modeling and teletraffic data. (With discussions and rejoinder). Zbl 0942.62097 Resnick, Sidney I. 94 1997 Hidden regular variation, second order regular variation and asymptotic independence. Zbl 1035.60053 Resnick, Sidney 88 2003 Extreme values of independent stochastic processes. Zbl 0384.60055 Brown, Bruce M.; Resnick, Sidney I. 86 1977 Birth, immigration and catastrophe processes. Zbl 0496.92007 Brockwell, P. J.; Gani, J.; Resnick, S. I. 81 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. 78 1989 Lévy processes. Theory and applications. Zbl 0961.00012 72 2001 How to make a Hill plot. Zbl 1106.62333 Drees, Holger; de Haan, Laurens; Resnick, Sidney 68 2000 Limit laws for random vectors with an extreme component. Zbl 1125.60049 Heffernan, Janet E.; Resnick, Sidney I. 62 2007 Limit laws for record values. Zbl 0253.60028 Resnick, Sidney I. 62 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 57 2004 Tail estimates motivated by extreme value theory. Zbl 0555.62035 Davis, Richard; Resnick, Sidney 56 1984 Basic properties and prediction of max-ARMA processes. Zbl 0716.62098 Davis, Richard A.; Resnick, Sidney I. 54 1989 A bivariate stable characterization and domains of attraction. Zbl 0409.62038 Resnick, Sidney; Greenwood, Priscilla 54 1979 A probability path. Zbl 0944.60002 Resnick, Sidney I. 52 1999 Limit theory for bilinear processes with heavy-tailed noise. Zbl 0879.60053 Davis, Richard A.; Resnick, Sidney I. 52 1996 Consistency of Hill’s estimator for dependent data. Zbl 0836.60020 Resnick, Sidney; Stărică, Cătălin 51 1995 Regularly varying measures on metric spaces: hidden regular variation and hidden jumps. Zbl 1317.60007 Lindskog, Filip; Resnick, Sidney I.; Roy, Joyjit 50 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 Smoothing the Hill estimator. Zbl 0873.60021 Resnick, Sidney; Stărică, Cătălin 48 1997 Second-order regular variation and rates of convergence in extreme-value theory. Zbl 0862.60039 de Haan, Laurens; Resnick, Sidney 47 1996 Functional limit theorems for dependent variables. Zbl 0398.60024 Durrett, Richard; Resnick, Sidney I. 46 1978 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 The stationary distribution and first exit probabilities of a storage process with general release rule. Zbl 0381.60092 Harrison, J. Michael; Resnick, Sidney I. 45 1976 Heavy tails and long range dependence in on/off processes and associated fluid models. Zbl 0981.60092 Heath, David; Resnick, Sidney; Samorodnitsky, Gennady 44 1998 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 39 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 Extremes of moving averages of random variables from the domain of attraction of the double exponential distribution. Zbl 0657.60028 Davis, Richard; Resnick, Sidney 31 1988 Second-order regular variation, convolution and the central limit theorem. Zbl 0913.60001 Geluk, J.; de Haan, L.; Resnick, S.; Stărică, C. 30 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 29 1988 Conditioning on an extreme component: model consistency with regular variation on cones. Zbl 1284.60103 Das, Bikramjit; Resnick, Sidney I. 29 2011 Asymptotic behavior of Hill’s estimator for autoregressive data. Zbl 1047.62079 Resnick, Sidney; Stărică, Cătălin 28 1997 Almost sure stability of maxima. Zbl 0258.60025 Resnick, Sidney I.; Tomkins, R. J. 27 1973 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 Living on the multidimensional edge: Seeking hidden risks using regular variation. Zbl 1276.60041 Das, Bikramjit; Mitra, Abhimanyu; Resnick, Sidney 25 2013 Hidden regular variation and the rank transform. Zbl 1073.60057 Heffernan, Janet; Resnick, Sidney 24 2005 Record values and maxima. Zbl 0261.60024 Resnick, Sidney I. 24 1973 A simple asymptotic estimate for the index of a stable distribution. Zbl 0422.62017 De Haan, Laurens; Resnick, Sidney I. 24 1980 Prediction of stationary max-stable processes. Zbl 0779.60048 Davis, Richard A.; Resnick, Sidney I. 24 1993 The structure of extremal processes. Zbl 0262.60062 Resnick, Sidney I.; Rubinovitch, Michael 23 1973 Tail equivalence and its applications. Zbl 0217.49903 Resnick, S. I. 22 1971 The extremal dependence measure and asymptotic independence. Zbl 1054.62063 Resnick, Sidney 22 2004 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 20 1991 Densities with Gaussian tails. Zbl 0789.60010 Balkema, A. A.; Klüppelberg, C.; Resnick, S. I. 20 1993 Self-similar communication models and very heavy tails. Zbl 1083.60521 Resnick, Sidney; Rootzén, Holger 20 2000 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 20 2016 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 20 2004 Activity periods of an infinite server queue and performance of certain heavy tailed fluid queues. Zbl 0997.60111 Resnick, Sidney; Samorodnitsky, Gennady 19 1999 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 19 1997 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 Limiting behavior of sums and the term of maximum modulus. Zbl 0525.60036 Maller, R. A.; Resnick, S. I. 18 1984 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. 17 2003 Records in a partially ordered set. Zbl 0678.60001 Goldie, Charles M.; Resnick, Sidney 16 1989 Local limit theorems for sample extremes. Zbl 0485.60017 de Haan, Laurens; Resnick, Sidney I. 16 1982 Detecting a conditional extreme value model. Zbl 1226.60078 Das, Bikramjit; Resnick, Sidney I. 16 2011 Weak convergence with random indices. Zbl 0368.60028 Durrett, Richard T.; Resnick, Sidney I. 16 1977 A discussion on mean excess plots. Zbl 1195.62068 Ghosh, Souvik; Resnick, Sidney 16 2010 The Pareto copula, aggregation of risks, and the emperor’s socks. Zbl 1144.62037 Klüppelberg, Claudia; Resnick, Sidney I. 15 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 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 Records from improving populations. Zbl 0584.62149 Ballerini, Rocco; Resnick, Sidney 14 1985 Limit distributions for linear programming time series estimators. Zbl 0819.62070 Feigin, Paul D.; Resnick, Sidney I. 14 1994 Tauberian theory for multivariate regularly varying distributions with application to preferential attachment networks. Zbl 1345.60118 Resnick, Sidney; Samorodnitsky, Gennady 14 2015 Hidden regular variation and detection of hidden risks. Zbl 1230.91080 Mitra, Abhimanyu; Resnick, Sidney I. 13 2011 Inverses of extremal processes. Zbl 0285.60028 Resnick, Sidney I. 13 1974 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 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 13 2000 Records in the presence of a linear trend. Zbl 0652.62091 Ballerini, Rocco; Resnick, Sidney I. 12 1987 The recurrence classification of risk and storage processes. Zbl 0397.90033 Harrison, J. Michael; Resnick, Sidney I. 12 1978 Fitting the linear preferential attachment model. Zbl 1387.62074 Wan, Phyllis; Wang, Tiandong; Davis, Richard A.; Resnick, Sidney I. 12 2017 Almost sure limit sets of random samples in \(\mathbb{R}^d\). Zbl 0656.60026 Davis, Richard A.; Mulrow, Edward; Resnick, Sidney I. 11 1988 How misleading can sample ACFs of stable MAs be? (Very!). Zbl 0959.62076 Resnick, Sidney; Samorodnitsky, Gennady; Xue, Fang 11 1999 Extremal processes and record value times. Zbl 0284.60025 Resnick, Sidney I. 11 1973 Activity rates with very heavy tails. Zbl 1090.60075 Mikosch, Thomas; Resnick, Sidney 11 2006 Point processes associated with stationary stable processes. Zbl 1074.60058 Resnick, Sidney; Samorodnitsky, Gennady 11 2004 Degree growth rates and index estimation in a directed preferential attachment model. Zbl 1443.60078 Wang, Tiandong; Resnick, Sidney I. 11 2020 Embedding sequences of successive maxima in extremal processes, with applications. Zbl 0633.60046 Ballerini, Rocco; Resnick, Sidney I. 10 1987 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 Why non-linearities can ruin the heavy-tailed modeler’s day. Zbl 0954.62107 Resnick, Sidney I. 10 1998 Data network models of burstiness. Zbl 1103.90029 d’Auria, Bernardo; Resnick, Sidney I. 10 2006 Measuring reciprocity in a directed preferential attachment network. Zbl 1518.60049 Wang, Tiandong; Resnick, Sidney I. 3 2022 Extremes of censored and uncensored lifetimes in survival data. Zbl 1493.62560 Maller, Ross; Resnick, Sidney 2 2022 Asymptotic dependence of in- and out-degrees in a preferential attachment model with reciprocity. Zbl 1493.05280 Wang, Tiandong; Resnick, Sidney I. 2 2022 Splitting the sample at the largest uncensored observation. Zbl 07594058 Maller, Ross; Resnick, Sidney; Shemehsavar, Soudabeh 1 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 6 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. 5 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. 12 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 20 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. 9 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 14 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 50 2014 Transition kernels and the conditional extreme value model. Zbl 1311.60059 Resnick, Sidney I.; Zeber, David 10 2014 A probability path. Reprint of the 2005 edition. Zbl 1280.60001 Resnick, Sidney I. 10 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 25 2013 Asymptotics of Markov kernels and the tail chain. Zbl 1270.60061 Resnick, Sidney I.; Zeber, David 10 2013 Clustering of Markov chain exceedances. Zbl 1284.60106 Resnick, Sidney I.; Zeber, David 3 2013 Modeling multiple risks: hidden domain of attraction. Zbl 1286.62044 Mitra, Abhimanyu; Resnick, Sidney I. 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. 29 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. 13 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. 149 2008 The Pareto copula, aggregation of risks, and the emperor’s socks. Zbl 1144.62037 Klüppelberg, Claudia; Resnick, Sidney I. 15 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. 511 2007 Limit laws for random vectors with an extreme component. Zbl 1125.60049 Heffernan, Janet E.; Resnick, Sidney I. 62 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 57 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 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 20 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 88 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. 17 2003 Wavelet analysis of conservative cascades. Zbl 1020.62075 Resnick, Sidney; Samorodnitsky, Gennady; Gilbert, Anna; Willinger, Walter 9 2003 Domains of attraction for exponential families. Zbl 1075.60502 Balkema, August A.; Klüppelberg, Claudia; Resnick, Sidney I. 7 2003 Small and large time scale analysis of a network traffic model. Zbl 1013.90047 Maulik, Krishanu; Resnick, Sidney 6 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 107 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 72 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 68 2000 Self-similar communication models and very heavy tails. Zbl 1083.60521 Resnick, Sidney; Rootzén, Holger 20 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 13 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. 52 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 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 Smoothing the moment estimator of the extreme value parameter. Zbl 0921.62028 Resnick, Sidney; Stărică, Cătălin 7 1999 Limit laws for exponential families. Zbl 0939.62020 Balkema, August A.; Klüppelberg, Claudia; Resnick, Sidney I. 6 1999 Tail index estimation for dependent data. Zbl 0942.60037 Resnick, Sidney; Stărică, Catalin 45 1998 Heavy tails and long range dependence in on/off processes and associated fluid models. Zbl 0981.60092 Heath, David; Resnick, Sidney; Samorodnitsky, Gennady 44 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 3 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. 94 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. 30 1997 Asymptotic behavior of Hill’s estimator for autoregressive data. Zbl 1047.62079 Resnick, Sidney; Stărică, Cătălin 28 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 19 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. 52 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 47 1996 Parameter estimation for moving averages with positive innovations. Zbl 0881.62093 Feigin, Paul D.; Kratz, Marie F.; Resnick, Sidney I. 8 1996 Ordered independent scattering. Zbl 0873.60037 Goldie, Charles M.; Resnick, Sidney 3 1996 ...and 80 more Documents all cited Publications top 5 cited Publications all top 5 Cited by 3,474 Authors 88 Resnick, Sidney Ira 70 Hashorva, Enkelejd 66 Mikosch, Thomas 62 Samorodnitsky, Gennady Pinkhosovich 42 de Haan, Laurens 41 Klüppelberg, Claudia 35 Davis, Richard A. 29 Peng, Zuoxiang 28 Falk, Michael 27 Peng, Liang 26 Segers, Johan 25 Stoev, Stilian A. 24 Tang, Qihe 23 Nadarajah, Saralees 22 Asmussen, Søren 22 Yang, Yang 21 Surgailis, Donatas 21 Tawn, Jonathan A. 20 Kabluchko, Zakhar A. 20 Soulier, Philippe 20 Zhang, Zhijun 19 Das, Bikramjit 19 Kokoszka, Piotr S. 19 Maller, Ross Arthur 19 Rachev, Svetlozar T. 18 Drees, Holger 18 Girard, Stéphane 18 Hüsler, Jürg 18 Zwart, Bert P. 17 Basrak, Bojan 17 Dębicki, Krzysztof 17 Dombry, Clément 17 Embrechts, Paul 17 Iksanov, Aleksander M. 17 Zhang, Zhengjun 16 Boxma, Onno Johan 16 Kulik, Rafał 15 Mi, Ling 15 Omey, Edward 15 Owada, Takashi 15 Robert, Christian-Yann 14 Fasen, Vicky 14 Fougères, Anne-Laure 14 Hu, Taizhong 14 Li, Jinzhu 14 McCormick, William P. 14 Meerschaert, Mark Marvin 14 Schlather, Martin 14 Wang, Tiandong 14 Wang, Yizao 14 Wintenberger, Olivier 13 Einmahl, John H. 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