Sidney Resnick 个人学术档案

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Gennady SamorodnitskyCornell University在 cornell.edu 的电子邮件经过验证
Richard A. DavisProfessor of Statistics, Columbia University在 stat.columbia.edu 的电子邮件经过验证
catalin staricaUniversity of Neuchâtel在 unine.ch 的电子邮件经过验证
mikoschUniversity of Copenhagen在 math.ku.dk 的电子邮件经过验证
holger rootzenProfessor, Mathematical Statistics, Chalmers在 chalmers.se 的电子邮件经过验证
Tiandong WangShanghai Center for Mathematical Science, Fudan University在 fudan.edu.cn 的电子邮件经过验证
P.J.BrockwellEmeritus Professor of Statistics., Colorado State University在 stat.colostate.edu 的电子邮件经过验证
Paul D. FeiginTechnion在 ie.technion.ac.il 的电子邮件经过验证
Bikramjit DasAssociate Professor, Singapore University of Technology and Design在 sutd.edu.sg 的电子邮件经过验证
Claudia Klüppelberg在 ma.tum.de 的电子邮件经过验证
J. Michael HarrisonProfessor of Management, Stanford University在 stanford.edu 的电子邮件经过验证
Krishanu MaulikAssociate Professor, Indian Statistical Institute, Kolkata在 isical.ac.in 的电子邮件经过验证
Charles M GoldieEmeritus Professor of Mathematics, University of Sussex在 sussex.ac.uk 的电子邮件经过验证
Abhimanyu MitraWalmart Labs在 walmartlabs.com 的电子邮件经过验证
Holger DreesUniversität Hamburg在 uni-hamburg.de 的电子邮件经过验证
Rick DurrettEmeritus Professor Math, Duke U在 math.duke.edu 的电子邮件经过验证
Alwin StegemanPsychometrics & Statistics, University of Groningen在 rug.nl 的电子邮件经过验证
Souvik GhoshDirector of Engineering, AI at Linkedin在 linkedin.com 的电子邮件经过验证
B. M. BrownHonorary Professor, UNSW在 unsw.edu.au 的电子邮件经过验证
Joyjit RoyAmazon在 amazon.com 的电子邮件经过验证

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Sidney Resnick

Cornell University School of ORIE

在 cornell.edu 的电子邮件经过验证 - 首页

Applied Probability and Statistics networks modeling heavy tails


标题按引用次数排序按年份排序按标题排序	引用次数引用次数	年份
Extreme values, regular variation, and point processes SI Resnick Springer Science & Business Media, 2008	4685	2008
Heavy-tail phenomena: probabilistic and statistical modeling SI Resnick Springer Science & Business Media, 2007	1762	2007
Adventures in stochastic processes SI Resnick Springer Science & Business Media, 2013	1515	2013
A probability path S Resnick Springer, 2019	863	2019
Extreme value theory as a risk management tool P Embrechts, SI Resnick, G Samorodnitsky North American Actuarial Journal 3 (2), 30-41, 1999	736	1999
Lévy processes: theory and applications OE Barndorff-Nielsen, T Mikosch, SI Resnick Springer Science & Business Media, 2001	593	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	495	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	435	1985
Limit theory for the sample covariance and correlation functions of moving averages R Davis, S Resnick The Annals of Statistics, 533-558, 1986	417	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	414	2002
Point processes, regular variation and weak convergence SI Resnick Advances in Applied Probability 18 (1), 66-138, 1986	410	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	368	1989
How to make a Hill plot H Drees, S Resnick, L de Haan The Annals of Statistics 28 (1), 254-274, 2000	364	2000
Extreme values of independent stochastic processes BM Brown, SI Resnick Journal of Applied Probability 14 (4), 732-739, 1977	345	1977
The QQ-estimator and heavy tails M Kratz, SI Resnick Stochastic Models 12 (4), 699-724, 1996	300	1996
Tail estimates motivated by extreme value theory R Davis, S Resnick The Annals of Statistics, 1467-1487, 1984	284	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	255	1997
Tail index estimation for dependent data S Resnick, C Stărică The Annals of Applied Probability 8 (4), 1156-1183, 1998	224	1998

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