Sidney Resnick

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Gennady SamorodnitskyCornell UniversityE-mailová adresa ověřena na: cornell.edu
Richard A. DavisProfessor of Statistics, Columbia UniversityE-mailová adresa ověřena na: stat.columbia.edu
catalin staricaUniversity of NeuchâtelE-mailová adresa ověřena na: unine.ch
mikoschUniversity of CopenhagenE-mailová adresa ověřena na: math.ku.dk
holger rootzenProfessor, Mathematical Statistics, ChalmersE-mailová adresa ověřena na: chalmers.se
Tiandong WangShanghai Center for Mathematical Science, Fudan UniversityE-mailová adresa ověřena na: fudan.edu.cn
Paul D. FeiginTechnionE-mailová adresa ověřena na: ie.technion.ac.il
Bikramjit DasSingapore University of Technology and DesignE-mailová adresa ověřena na: sutd.edu.sg
P.J.BrockwellEmeritus Professor of Statistics., Colorado State UniversityE-mailová adresa ověřena na: stat.colostate.edu
J. Michael HarrisonProfessor of Management, Stanford UniversityE-mailová adresa ověřena na: stanford.edu
Claudia KlüppelbergE-mailová adresa ověřena na: ma.tum.de
Krishanu MaulikAssociate Professor, Indian Statistical Institute, KolkataE-mailová adresa ověřena na: isical.ac.in
Ross MallerResearch School of Finance, Actuarial Studies & Statistics, The Australian National UniversityE-mailová adresa ověřena na: anu.edu.au
Charles M GoldieEmeritus Professor of Mathematics, University of SussexE-mailová adresa ověřena na: sussex.ac.uk
Abhimanyu MitraWalmart LabsE-mailová adresa ověřena na: walmartlabs.com
Holger DreesProfessor für Mathematik, Universität HamburgE-mailová adresa ověřena na: math.uni-hamburg.de
Rick DurrettProfessor Math, Duke UE-mailová adresa ověřena na: math.duke.edu
Phyllis WanErasmus University RotterdamE-mailová adresa ověřena na: ese.eur.nl
Alwin StegemanPsychometrics & Statistics, University of GroningenE-mailová adresa ověřena na: rug.nl
Souvik GhoshDirector of Engineering, AI at LinkedinE-mailová adresa ověřena na: linkedin.com

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Sidney Resnick

Cornell University School of ORIE

E-mailová adresa ověřena na: cornell.edu - Domovská stránka

Applied Probability and Statistics networks modeling heavy tails


Název Seřadit podle citací Seřadit podle roku Seřadit podle názvu	Citace Citace	Rok
Extreme values, regular variation, and point processes SI Resnick Springer Science & Business Media, 2008	4590	2008
Heavy-tail phenomena: probabilistic and statistical modeling SI Resnick Springer Science & Business Media, 2007	1713	2007
Adventures in stochastic processes SI Resnick Springer Science & Business Media, 1992	1476	1992
A probability path S Resnick Springer, 2019	825	2019
A probability path S Resnick Springer, 2019	825	2019
Extreme value theory as a risk management tool P Embrechts, SI Resnick, G Samorodnitsky North American Actuarial Journal 3 (2), 30-41, 1999	720	1999
Lévy processes: theory and applications OE Barndorff-Nielsen, T Mikosch, SI Resnick Springer Science & Business Media, 2001	586	2001
Heavy tail modeling and teletraffic data: special invited paper SI Resnick The Annals of Statistics 25 (5), 1805-1869, 1997	536	1997
Limit theory for multivariate sample extremes L De Haan, SI Resnick Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete 40 (4), 317-337, 1977	498	1977
Limit theory for multivariate sample extremes L De Haan, SI Resnick Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete 40 (4), 317-337, 1977	498	1977
Limit theory for moving averages of random variables with regularly varying tail probabilities R Davis, S Resnick The Annals of Probability, 179-195, 1985	428	1985
Is network traffic appriximated by stable lévy motion or fractional brownian motion? T Mikosch, S Resnick, H Rootzén, A Stegeman The annals of applied probability 12 (1), 23-68, 2002	410	2002
Limit theory for the sample covariance and correlation functions of moving averages R Davis, S Resnick The Annals of Statistics, 533-558, 1986	406	1986
Point processes, regular variation and weak convergence SI Resnick Advances in Applied Probability 18 (1), 66-138, 1986	403	1986
Extremal behaviour of solutions to a stochastic difference equation with applications to ARCH processes L de Haan, SI Resnick, H Rootzén, CG de Vries Stochastic Processes and their Applications 32 (2), 213-224, 1989	370	1989
How to make a Hill plot H Drees, S Resnick, L de Haan The Annals of Statistics 28 (1), 254-274, 2000	355	2000
Extreme values of independent stochastic processes BM Brown, SI Resnick Journal of Applied Probability 14 (4), 732-739, 1977	333	1977
The QQ-estimator and heavy tails M Kratz, SI Resnick Stochastic Models 12 (4), 699-724, 1996	299	1996
Tail estimates motivated by extreme value theory R Davis, S Resnick The Annals of Statistics, 1467-1487, 1984	278	1984
Heavy tails and long range dependence in on/off processes and associated fluid models D Heath, S Resnick, G Samorodnitsky Mathematics of operations research 23 (1), 145-165, 1998	255	1998

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