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
P.J.BrockwellEmeritus Professor of Statistics., Colorado State UniversityE-mailová adresa ověřena na: stat.colostate.edu
Paul D. FeiginTechnionE-mailová adresa ověřena na: ie.technion.ac.il
Bikramjit DasAssociate Professor, Singapore University of Technology and DesignE-mailová adresa ověřena na: sutd.edu.sg
Ross MallerResearch School of Finance, Actuarial Studies & Statistics, The Australian National UniversityE-mailová adresa ověřena na: anu.edu.au
Claudia KlüppelbergE-mailová adresa ověřena na: ma.tum.de
Krishanu MaulikAssociate Professor, Indian Statistical Institute, KolkataE-mailová adresa ověřena na: isical.ac.in
J. Michael HarrisonProfessor of Management, Stanford UniversityE-mailová adresa ověřena na: stanford.edu
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 DreesUniversität HamburgE-mailová adresa ověřena na: uni-hamburg.de
Rick DurrettEmeritus Professor Math, Duke UE-mailová adresa ověřena na: math.duke.edu
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
B. M. BrownHonorary Professor, UNSWE-mailová adresa ověřena na: unsw.edu.au

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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	4723	2008
Heavy-tail phenomena: probabilistic and statistical modeling SI Resnick Springer Science & Business Media, 2007	1789	2007
Adventures in stochastic processes SI Resnick Springer Science & Business Media, 2013	1539	2013
A probability path SI Resnick Springer Science & Business Media, 2013	876	2013
Extreme value theory as a risk management tool P Embrechts, SI Resnick, G Samorodnitsky North American Actuarial Journal 3 (2), 30-41, 1999	750	1999
Lévy processes: theory and applications OE Barndorff-Nielsen, T Mikosch, SI Resnick Springer Science & Business Media, 2001	596	2001
Heavy tail modeling and teletraffic data SI Resnick The Annals of Statistics, 1805-1849, 1997	539	1997
Limit theory for multivariate sample extremes L De Haan, SI Resnick Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete 40 (4), 317-337, 1977	500	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	441	1985
Limit theory for the sample covariance and correlation functions of moving averages R Davis, S Resnick The Annals of Statistics, 533-558, 1986	426	1986
Point processes, regular variation and weak convergence SI Resnick Advances in Applied Probability 18 (1), 66-138, 1986	418	1986
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	417	2002
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	373	1989
How to make a Hill plot H Drees, S Resnick, L de Haan The Annals of Statistics 28 (1), 254-274, 2000	372	2000
Extreme values of independent stochastic processes BM Brown, SI Resnick Journal of Applied Probability 14 (4), 732-739, 1977	349	1977
The QQ-estimator and heavy tails M Kratz, SI Resnick Stochastic Models 12 (4), 699-724, 1996	305	1996
Tail estimates motivated by extreme value theory R Davis, S Resnick The Annals of Statistics, 1467-1487, 1984	287	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	263	1998
Smoothing the Hill estimator S Resnick, C Stărică Advances in Applied Probability 29 (1), 271-293, 1997	261	1997
Tail index estimation for dependent data S Resnick, C Stărică The Annals of Applied Probability 8 (4), 1156-1183, 1998	228	1998

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