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Sidney Resnick
Sidney Resnick
Cornell University School of ORIE
Bestätigte E-Mail-Adresse bei cornell.edu - Startseite
Titel
Zitiert von
Zitiert von
Jahr
Extreme values, regular variation, and point processes
SI Resnick
Springer Science & Business Media, 2008
47772008
Heavy-tail phenomena: probabilistic and statistical modeling
SI Resnick
Springer Science & Business Media, 2007
18402007
Adventures in stochastic processes
SI Resnick
Springer Science & Business Media, 2013
15572013
A probability path
SI Resnick
Springer Science & Business Media, 2013
8872013
Extreme value theory as a risk management tool
P Embrechts, SI Resnick, G Samorodnitsky
North American Actuarial Journal 3 (2), 30-41, 1999
7621999
Lévy processes: theory and applications
OE Barndorff-Nielsen, T Mikosch, SI Resnick
Springer Science & Business Media, 2001
6122001
Heavy tail modeling and teletraffic data
SI Resnick
The Annals of Statistics, 1805-1849, 1997
5401997
Limit theory for multivariate sample extremes
L De Haan, SI Resnick
Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete 40 (4), 317-337, 1977
5081977
Limit theory for moving averages of random variables with regularly varying tail probabilities
R Davis, S Resnick
The Annals of Probability, 179-195, 1985
4461985
Limit theory for the sample covariance and correlation functions of moving averages
R Davis, S Resnick
The Annals of Statistics, 533-558, 1986
4291986
Point processes, regular variation and weak convergence
SI Resnick
Advances in Applied Probability 18 (1), 66-138, 1986
4221986
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
4212002
How to make a Hill plot
H Drees, S Resnick, L de Haan
The Annals of Statistics 28 (1), 254-274, 2000
3772000
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
3751989
Extreme values of independent stochastic processes
BM Brown, SI Resnick
Journal of Applied Probability 14 (4), 732-739, 1977
3531977
The QQ-estimator and heavy tails
M Kratz, SI Resnick
Stochastic Models 12 (4), 699-724, 1996
3111996
Tail estimates motivated by extreme value theory
R Davis, S Resnick
The Annals of Statistics, 1467-1487, 1984
2881984
Smoothing the Hill estimator
S Resnick, C Stărică
Advances in Applied Probability 29 (1), 271-293, 1997
2681997
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
2641998
Tail index estimation for dependent data
S Resnick, C Stărică
The Annals of Applied Probability 8 (4), 1156-1183, 1998
2321998
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