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Resnick, Sidney Ira

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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
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Co-Authors

26 single-authored
20 de Haan, Laurens
19 Samorodnitsky, Gennady Pinkhosovich
17 Davis, Richard A.
8 Stărică, Cătălin
7 Wang, Tiandong
6 Das, Bikramjit
6 Feigin, Paul David
6 Klüppelberg, Claudia
6 Rootzén, Holger
6 Roy, Rishin
5 Balkema, August A.
5 Goldie, Charles M.
5 Maller, Ross Arthur
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 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.

Publications by Year

Citations contained in zbMATH Open

176 Publications have been cited 5,204 times in 2,990 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.
392
2007
Adventures in stochastic processes. Zbl 0762.60002
Resnick, Sidney I.
174
1992
Point processes, regular variation and weak convergence. Zbl 0597.60048
Resnick, Sidney I.
127
1986
Limit theory for moving averages of random variables with regularly varying tail probabilities. Zbl 0562.60026
Davis, Richard; Resnick, Sidney
127
1985
Limit theory for multivariate sample extremes. Zbl 0375.60031
de Haan, Laurens; Resnick, Sidney I.
120
1977
Limit theory for the sample covariance and correlation functions of moving averages. Zbl 0605.62092
Davis, Richard; Resnick, Sidney
120
1986
Extreme values, regular variation and point processes. Reprint of the 1987 original. Zbl 1136.60004
Resnick, Sidney I.
110
2008
Is network traffic approximated by stable Lévy motion or fractional Brownian motion? Zbl 1021.60076
Mikosch, Thomas; Resnick, Sidney; Rootzén, Holger; Stegeman, Alwin
97
2002
Heavy tail modeling and teletraffic data. (With discussions and rejoinder). Zbl 0942.62097
Resnick, Sidney I.
86
1997
Hidden regular variation, second order regular variation and asymptotic independence. Zbl 1035.60053
Resnick, Sidney
80
2003
Extreme values of independent stochastic processes. Zbl 0384.60055
Brown, Bruce M.; Resnick, Sidney I.
77
1977
Birth, immigration and catastrophe processes. Zbl 0496.92007
Brockwell, P. J.; Gani, J.; Resnick, S. I.
69
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.
68
1989
Limit laws for record values. Zbl 0253.60028
Resnick, Sidney I.
60
1973
How to make a Hill plot. Zbl 1106.62333
Drees, Holger; de Haan, Laurens; Resnick, Sidney
58
2000
Limit laws for random vectors with an extreme component. Zbl 1125.60049
Heffernan, Janet E.; Resnick, Sidney I.
53
2007
A bivariate stable characterization and domains of attraction. Zbl 0409.62038
Resnick, Sidney; Greenwood, Priscilla
53
1979
Tail estimates motivated by extreme value theory. Zbl 0555.62035
Davis, Richard; Resnick, Sidney
53
1984
Characterizations and examples of hidden regular variation. Zbl 1088.62066
Maulik, Krishanu; Resnick, Sidney
50
2004
Limit theory for bilinear processes with heavy-tailed noise. Zbl 0879.60053
Davis, Richard A.; Resnick, Sidney I.
47
1996
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
47
1999
Consistency of Hill’s estimator for dependent data. Zbl 0836.60020
Resnick, Sidney; Stărică, Cătălin
45
1995
Basic properties and prediction of max-ARMA processes. Zbl 0716.62098
Davis, Richard A.; Resnick, Sidney I.
44
1989
Functional limit theorems for dependent variables. Zbl 0398.60024
Durrett, Richard; Resnick, Sidney I.
44
1978
The qq-estimator and heavy tails. Zbl 0887.62025
Kratz, Marie; Resnick, Sidney I.
44
1996
Moving averages with random coefficients and random coefficient autoregressive models. Zbl 0747.60062
Resnick, Sidney I.; Willekens, Eric
44
1991
Second-order regular variation and rates of convergence in extreme-value theory. Zbl 0862.60039
de Haan, Laurens; Resnick, Sidney
43
1996
Max-infinite divisibility. Zbl 0366.60025
Balkema, A. A.; Resnick, S. I.
42
1977
Heavy tails and long range dependence in on/off processes and associated fluid models. Zbl 0981.60092
Heath, David; Resnick, Sidney; Samorodnitsky, Gennady
41
1998
A probability path. Zbl 0944.60002
Resnick, Sidney I.
41
1999
Smoothing the Hill estimator. Zbl 0873.60021
Resnick, Sidney; Stărică, Cătălin
41
1997
Asymptotic independent and a network traffic model. Zbl 1090.90017
Maulik, Krishanu; Resnick, Sidney; Rootzén, Holger
41
2002
Tail index estimation for dependent data. Zbl 0942.60037
Resnick, Sidney; Stărică, Catalin
40
1998
Regularly varying measures on metric spaces: hidden regular variation and hidden jumps. Zbl 1317.60007
Lindskog, Filip; Resnick, Sidney I.; Roy, Joyjit
39
2014
The stationary distribution and first exit probabilities of a storage process with general release rule. Zbl 0381.60092
Harrison, J. Michael; Resnick, Sidney I.
39
1976
Estimating the limit distribution of multivariate extremes. Zbl 0777.62036
de Haan, L.; Resnick, Sidney I.
39
1993
More limit theory for the sample correlation function of moving averages. Zbl 0572.62075
Davis, Richard; Resnick, Sidney
38
1985
Lévy processes. Theory and applications. Zbl 0961.00012
37
2001
Storage processes with general release rule and additive inputs. Zbl 0482.60087
Brockwell, P. J.; Resnick, S. I.; Tweedie, R. L.
33
1982
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
On asymptotic mormality of the Hill estimator. Zbl 1002.60519
de Haan, Laurens; Resnick, Sidney
29
1998
Second-order regular variation, convolution and the central limit theorem. Zbl 0913.60001
Geluk, J.; de Haan, L.; Resnick, S.; Stărică, C.
28
1997
Almost sure stability of maxima. Zbl 0258.60025
Resnick, Sidney I.; Tomkins, R. J.
27
1973
Distributions that are both subexponential and in the domain of attraction of an extreme-value distribution. Zbl 0659.60028
Goldie, Charles M.; Resnick, Sidney
27
1988
Conditioning on an extreme component: model consistency with regular variation on cones. Zbl 1284.60103
Das, Bikramjit; Resnick, Sidney I.
26
2011
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
24
2004
Record values and maxima. Zbl 0261.60024
Resnick, Sidney I.
23
1973
Asymptotic behavior of Hill’s estimator for autoregressive data. Zbl 1047.62079
Resnick, Sidney; Stărică, Cătălin
23
1997
Living on the multidimensional edge: Seeking hidden risks using regular variation. Zbl 1276.60041
Das, Bikramjit; Mitra, Abhimanyu; Resnick, Sidney
22
2013
Hidden regular variation and the rank transform. Zbl 1073.60057
Heffernan, Janet; Resnick, Sidney
22
2005
The structure of extremal processes. Zbl 0262.60062
Resnick, Sidney I.; Rubinovitch, Michael
21
1973
Prediction of stationary max-stable processes. Zbl 0779.60048
Davis, Richard A.; Resnick, Sidney I.
21
1993
A simple asymptotic estimate for the index of a stable distribution. Zbl 0422.62017
De Haan, Laurens; Resnick, Sidney I.
21
1980
Tail equivalence and its applications. Zbl 0217.49903
Resnick, S. I.
20
1971
Extremes of moving averages of random variables with finite endpoint. Zbl 0726.60038
Davis, Richard A.; Resnick, Sidney I.
19
1991
The extremal dependence measure and asymptotic independence. Zbl 1054.62063
Resnick, Sidney
19
2004
Weak convergence to extremal processes. Zbl 0322.60024
Resnick, Sidney I.
19
1975
Random usc functions, max-stable processes and continuous choice. Zbl 0731.60079
Resnick, Sidney I.; Roy, Rishin
19
1991
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
18
1997
Self-similar communication models and very heavy tails. Zbl 1083.60521
Resnick, Sidney; Rootzén, Holger
18
2000
Activity periods of an infinite server queue and performance of certain heavy tailed fluid queues. Zbl 0997.60111
Resnick, Sidney; Samorodnitsky, Gennady
17
1999
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
Detecting a conditional extreme value model. Zbl 1226.60078
Das, Bikramjit; Resnick, Sidney I.
16
2011
Densities with Gaussian tails. Zbl 0789.60010
Balkema, A. A.; Klüppelberg, C.; Resnick, S. I.
16
1993
Weak convergence with random indices. Zbl 0368.60028
Durrett, Richard T.; Resnick, Sidney I.
16
1977
Aggregation of rapidly varying risks and asymptotic independence. Zbl 1181.60019
Mitra, Abhimanyu; Resnick, Sidney I.
16
2009
Limiting behavior of sums and the term of maximum modulus. Zbl 0525.60036
Maller, R. A.; Resnick, S. I.
16
1984
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 in a partially ordered set. Zbl 0678.60001
Goldie, Charles M.; Resnick, Sidney
15
1989
Multivariate regular variation on cones: Application to extreme values, hidden regular variation and conditioned limit laws. Zbl 1142.60042
Resnick, Sidney I.
14
2008
Local limit theorems for sample extremes. Zbl 0485.60017
de Haan, Laurens; Resnick, Sidney I.
14
1982
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
13
2016
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
Limit distributions for linear programming time series estimators. Zbl 0819.62070
Feigin, Paul D.; Resnick, Sidney I.
13
1994
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
13
2004
Records from improving populations. Zbl 0584.62149
Ballerini, Rocco; Resnick, Sidney
13
1985
The convex hull of a random sample in \({\mathbb{R}}^ 2\). Zbl 0621.60014
Davis, R.; Mulrow, E.; Resnick, S.
13
1987
Many multivariate records. Zbl 0839.60047
Goldie, Charles M.; Resnick, Sidney I.
13
1995
Inverses of extremal processes. Zbl 0285.60028
Resnick, Sidney I.
12
1974
How misleading can sample ACFs of stable MAs be? (Very!). Zbl 0959.62076
Resnick, Sidney; Samorodnitsky, Gennady; Xue, Fang
11
1999
The Pareto copula, aggregation of risks, and the emperor’s socks. Zbl 1144.62037
Klüppelberg, Claudia; Resnick, Sidney I.
11
2008
Extremal processes and record value times. Zbl 0284.60025
Resnick, Sidney I.
11
1973
Tauberian theory for multivariate regularly varying distributions with application to preferential attachment networks. Zbl 1345.60118
Resnick, Sidney; Samorodnitsky, Gennady
11
2015
Hidden regular variation and detection of hidden risks. Zbl 1230.91080
Mitra, Abhimanyu; Resnick, Sidney I.
11
2011
The recurrence classification of risk and storage processes. Zbl 0397.90033
Harrison, J. Michael; Resnick, Sidney I.
11
1978
Conjugate \(\pi\)-variation and process inversion. Zbl 0428.60033
De Haan, Laurens; Resnick, Sidney I.
11
1979
Point processes associated with stationary stable processes. Zbl 1074.60058
Resnick, Sidney; Samorodnitsky, Gennady
11
2004
Records in the presence of a linear trend. Zbl 0652.62091
Ballerini, Rocco; Resnick, Sidney I.
11
1987
Multivariate subexponential distributions. Zbl 0751.62025
Cline, Daren B. H.; Resnick, Sidney I.
11
1992
A discussion on mean excess plots. Zbl 1195.62068
Ghosh, Souvik; Resnick, Sidney
11
2010
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
Embedding sequences of successive maxima in extremal processes, with applications. Zbl 0633.60046
Ballerini, Rocco; Resnick, Sidney I.
10
1987
Data network models of burstiness. Zbl 1103.90029
d’Auria, Bernardo; Resnick, Sidney I.
10
2006
Sample correlation behavior for the heavy tailed general bilinear process. Zbl 0955.60028
Resnick, Sidney; van den Berg, Eric
9
2000
The influence of dependence on data network models. Zbl 1157.90349
D’Auria, Bernardo; Resnick, Sidney I.
9
2008
Activity rates with very heavy tails. Zbl 1090.60075
Mikosch, Thomas; Resnick, Sidney
9
2006
Why non-linearities can ruin the heavy-tailed modeler’s day. Zbl 0954.62107
Resnick, Sidney I.
9
1998
Performance decay in a single server exponential queueing model with long range dependence. Zbl 0890.90066
Resnick, Sidney; Samorodnitsky, Gennady
9
1997
Degree growth rates and index estimation in a directed preferential attachment model. Zbl 1443.60078
Wang, Tiandong; Resnick, Sidney I.
5
2020
Trimmed Lévy processes and their extremal components. Zbl 1452.60030
Ipsen, Yuguang; Maller, Ross; Resnick, Sidney
3
2020
Are extreme value estimation methods useful for network data? Zbl 1460.62085
Wan, Phyllis; Wang, Tiandong; Davis, Richard A.; Resnick, Sidney I.
2
2020
Asymptotic independence and support detection techniques for heavy-tailed multivariate data. Zbl 1448.62074
Lehtomaa, Jaakko; Resnick, Sidney I.
1
2020
On a minimum distance procedure for threshold selection in tail analysis. Zbl 07468904
Drees, Holger; Janßen, Anja; Resnick, Sidney I.; Wang, Tiandong
1
2020
Consistency of Hill estimators in a linear preferential attachment model. Zbl 1432.60056
Wang, Tiandong; Resnick, Sidney I.
6
2019
Ratios of ordered points of point processes with regularly varying intensity measures. Zbl 1403.60041
Ipsen, Yuguang; Maller, Ross; Resnick, Sidney
3
2019
Processes of \(r^{th}\) largest. Zbl 1403.60025
Buchmann, Boris; Maller, Ross; Resnick, Sidney I.
3
2018
Multivariate regular variation of discrete mass functions with applications to preferential attachment networks. Zbl 1401.28006
Wang, Tiandong; Resnick, Sidney I.
2
2018
Fitting the linear preferential attachment model. Zbl 1387.62074
Wan, Phyllis; Wang, Tiandong; Davis, Richard A.; Resnick, Sidney I.
6
2017
Asymptotic normality of in- and out-degree counts in a preferential attachment model. Zbl 1367.05091
Wang, Tiandong; Resnick, Sidney I.
4
2017
Hidden regular variation under full and strong asymptotic dependence. Zbl 1381.28005
Das, Bikramjit; Resnick, Sidney I.
2
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
13
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.
5
2016
Asymptotic normality of degree counts in a preferential attachment model. Zbl 1426.05152
Resnick, Sidney I.; Samorodnitsky, Gennady
4
2016
Tauberian theory for multivariate regularly varying distributions with application to preferential attachment networks. Zbl 1345.60118
Resnick, Sidney; Samorodnitsky, Gennady
11
2015
Models with hidden regular variation: generation and detection. Zbl 1346.60073
Das, Bikramjit; Resnick, Sidney I.
5
2015
Regularly varying measures on metric spaces: hidden regular variation and hidden jumps. Zbl 1317.60007
Lindskog, Filip; Resnick, Sidney I.; Roy, Joyjit
39
2014
Transition kernels and the conditional extreme value model. Zbl 1311.60059
Resnick, Sidney I.; Zeber, David
9
2014
A probability path. Reprint of the 2005 edition. Zbl 1280.60001
Resnick, Sidney I.
6
2014
Hidden regular variation of moving average processes with heavy-tailed innovations. Zbl 1334.60049
Resnick, Sidney I.; Roy, Joyjit
2
2014
Living on the multidimensional edge: Seeking hidden risks using regular variation. Zbl 1276.60041
Das, Bikramjit; Mitra, Abhimanyu; Resnick, Sidney
22
2013
Asymptotics of Markov kernels and the tail chain. Zbl 1270.60061
Resnick, Sidney I.; Zeber, David
8
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.
6
2012
Conditioning on an extreme component: model consistency with regular variation on cones. Zbl 1284.60103
Das, Bikramjit; Resnick, Sidney I.
26
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.
11
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
11
2010
Aggregation of rapidly varying risks and asymptotic independence. Zbl 1181.60019
Mitra, Abhimanyu; Resnick, Sidney I.
16
2009
Extreme values, regular variation and point processes. Reprint of the 1987 original. Zbl 1136.60004
Resnick, Sidney I.
110
2008
Multivariate regular variation on cones: Application to extreme values, hidden regular variation and conditioned limit laws. Zbl 1142.60042
Resnick, Sidney I.
14
2008
The Pareto copula, aggregation of risks, and the emperor’s socks. Zbl 1144.62037
Klüppelberg, Claudia; Resnick, Sidney I.
11
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.
6
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.
392
2007
Limit laws for random vectors with an extreme component. Zbl 1125.60049
Heffernan, Janet E.; Resnick, Sidney I.
53
2007
Data network models of burstiness. Zbl 1103.90029
d’Auria, Bernardo; Resnick, Sidney I.
10
2006
Activity rates with very heavy tails. Zbl 1090.60075
Mikosch, Thomas; Resnick, Sidney
9
2006
Hidden regular variation and the rank transform. Zbl 1073.60057
Heffernan, Janet; Resnick, Sidney
22
2005
Extremal dependence: internet traffic applications. Zbl 1061.62077
Hernandez-Campos, Felix; Jeffay, Kevin; Park, Cheolwoo; Marron, J. S.; Resnick, Sidney I.
8
2005
Characterizations and examples of hidden regular variation. Zbl 1088.62066
Maulik, Krishanu; Resnick, Sidney
50
2004
On the foundations of multivariate heavy-tail analysis. Zbl 1049.62056
Resnick, Sidney
24
2004
The extremal dependence measure and asymptotic independence. Zbl 1054.62063
Resnick, 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
13
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
80
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.
6
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
97
2002
Asymptotic independent and a network traffic model. Zbl 1090.90017
Maulik, Krishanu; Resnick, Sidney; Rootzén, Holger
41
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
37
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
58
2000
Self-similar communication models and very heavy tails. Zbl 1083.60521
Resnick, Sidney; Rootzén, Holger
18
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
5
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
47
1999
A probability path. Zbl 0944.60002
Resnick, Sidney I.
41
1999
Activity periods of an infinite server queue and performance of certain heavy tailed fluid queues. Zbl 0997.60111
Resnick, Sidney; Samorodnitsky, Gennady
17
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.
8
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.
5
1999
Heavy tails and long range dependence in on/off processes and associated fluid models. Zbl 0981.60092
Heath, David; Resnick, Sidney; Samorodnitsky, Gennady
41
1998
Tail index estimation for dependent data. Zbl 0942.60037
Resnick, Sidney; Stărică, Catalin
40
1998
On asymptotic mormality of the Hill estimator. Zbl 1002.60519
de Haan, Laurens; Resnick, Sidney
29
1998
Why non-linearities can ruin the heavy-tailed modeler’s day. Zbl 0954.62107
Resnick, Sidney I.
9
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.
86
1997
Smoothing the Hill estimator. Zbl 0873.60021
Resnick, Sidney; Stărică, Cătălin
41
1997
Second-order regular variation, convolution and the central limit theorem. Zbl 0913.60001
Geluk, J.; de Haan, L.; Resnick, S.; Stărică, C.
28
1997
Asymptotic behavior of Hill’s estimator for autoregressive data. Zbl 1047.62079
Resnick, Sidney; Stărică, Cătălin
23
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
18
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.
47
1996
The qq-estimator and heavy tails. Zbl 0887.62025
Kratz, Marie; Resnick, Sidney I.
44
1996
Second-order regular variation and rates of convergence in extreme-value theory. Zbl 0862.60039
de Haan, Laurens; Resnick, Sidney
43
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
Consistency of Hill’s estimator for dependent data. Zbl 0836.60020
Resnick, Sidney; Stărică, Cătălin
45
1995
Many multivariate records. Zbl 0839.60047
Goldie, Charles M.; Resnick, Sidney I.
13
1995
Testing for independence in heavy tailed and positive innovation time series. Zbl 0837.60035
Feigin, Paul D.; Resnick, Sidney I.; Stărică, Cătălin
2
1995
Limit distributions for linear programming time series estimators. Zbl 0819.62070
Feigin, Paul D.; Resnick, Sidney I.
13
1994
...and 76 more Documents
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Cited by 2,938 Authors

82 Resnick, Sidney Ira
66 Hashorva, Enkelejd
62 Samorodnitsky, Gennady Pinkhosovich
56 Mikosch, Thomas
42 de Haan, Laurens
38 Klüppelberg, Claudia
33 Davis, Richard A.
27 Falk, Michael
26 Peng, Liang
26 Peng, Zuoxiang
25 Segers, Johan
23 Tang, Qihe
22 Nadarajah, Saralees
22 Stoev, Stilian A.
21 Asmussen, Søren
20 Zhang, Zhijun
19 Kabluchko, Zakhar A.
19 Surgailis, Donatas
18 Hüsler, Jürg
18 Rachev, Svetlozar T.
18 Soulier, Philippe
17 Das, Bikramjit
17 Drees, Holger
17 Yang, Yang
16 Embrechts, Paul
16 Maller, Ross Arthur
16 Tawn, Jonathan A.
16 Zwart, Bert P.
15 Dombry, Clément
15 Iksanov, Aleksander M.
15 Kokoszka, Piotr S.
14 Basrak, Bojan
14 Dębicki, Krzysztof
14 Fasen, Vicky
14 Fougères, Anne-Laure
14 Girard, Stéphane
14 McCormick, William P.
14 Meerschaert, Mark Marvin
14 Mi, Ling
14 Robert, Christian Yann
14 Schlather, Martin
13 Hu, Taizhong
13 Pakes, Anthony G.
13 Zhang, Zhengjun
12 Asimit, Alexandru V.
12 Beirlant, Jan
12 Boxma, Onno Johan
12 de Vries, Casper George
12 Einmahl, John H. J.
12 Kulik, Rafał
12 Mandjes, Michel Robertus Hendrikus
12 Mao, Tiantian
12 Omey, Edward
12 Padoan, Simone A.
12 Wang, Yizao
12 Zhang, Rongmao
11 Barakat, Haroon Mohamed
11 Barbe, Philippe
11 Bose, Arup
11 Engelke, Sebastian
11 Ferreira, Helena
11 Glynn, Peter W.
11 Guillou, Armelle
11 Hazra, Rajat Subhra
11 Hill, Jonathan B.
11 Li, Jinzhu
11 Wintenberger, Olivier
10 Ferreira, Marta
10 Gardes, Laurent
10 Genton, Marc G.
10 Leal de Carvalho Gomes, Maria Ivette
10 Hall, Peter Gavin
10 Hsing, Tailen
10 Li, Haijun
10 Liao, Xin
10 Mai, Jan-Frederik
10 Molchanov, Ilya S.
10 Owada, Takashi
10 Reiss, Rolf-Dieter
10 Rootzén, Holger
10 Roy, Parthanil
9 Balan, Raluca M.
9 Blanchet, Jose H.
9 Cîrstea, Florica-Corina Şt.
9 Economou, Antonis
9 Huang, Shuibo
9 Krizmanić, Danijel
9 Lee, Sangyeol
9 Li, Deyuan
9 Maulik, Krishanu
9 Mittnik, Stefan
9 Naveau, Philippe
9 Nešlehová, Johanna G.
9 Perry, David
9 Scotto, Manuel González
9 Wan, Haitao
9 Yuen, Kam Chuen
9 Zhou, Chen
8 Albrecher, Hansjörg
8 Balakrishnan, Narayanaswamy
...and 2,838 more Authors
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Cited in 337 Serials

216 Extremes
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206 Statistics & Probability Letters
110 Journal of Multivariate Analysis
89 Journal of Statistical Planning and Inference
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77 The Annals of Applied Probability
76 Bernoulli
74 Communications in Statistics. Theory and Methods
52 The Annals of Probability
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14 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques
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5 ALEA. Latin American Journal of Probability and Mathematical Statistics
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