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Sidney Resnick.
"The Art of Finding Hidden Risks: Hidden Regular
Variation in the 21st Century." (2024). Springer.
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Tiandong Wang, Sidney Resnick.
"2RV+HRV and Testing for Strong VS Full Dependence" (2023)
Paper.
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R. Maller, S. Resnick, S. Shemehsavar and M. Zhao.
"Mixture cure model methodology in survival analysis: Some recent
results for the one-sample case" (2024)
Statistics Surveys.
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Tiandong Wang, Sidney Resnick.
"Random Networks with Heterogeneous Reciprocity" (2022)
Paper.
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Daniel Cirkovic, Tiandong Wang, Sidney Resnick.
"Preferential Attachment with Reciprocity: Properties and Estimation" (2022)
Paper.
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Ross A. Maller, Sidney I. Resnick, Soudabeh Shemehsavar.
"Exact and Asymptotic Tests for Sufficient Followup in Censored Survival Data" (2022).
Paper.
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Tiandong Wang, Sidney Resnick.
"Asymptotic Dependence of In- and Out-Degrees in a Preferential Attachment Model with Reciprocity Network" (2021)
Paper.
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Tiandong Wang, Sidney Resnick.
"Measuring Reciprocity in a Directed Preferential Attachment
Network" (2021)
Paper.
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Ross A. Maller, Sidney I. Resnick, Soudabeh Shemehsavar.
"Splitting the Sample at the Largest Uncensored Observation" (2021).
Paper.
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Tiandong Wang, Sidney I. Resnick.
"A Directed Preferential Attachment Model with Poisson Measurement"
(2020).
Paper.
Paper.
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Ross A. Maller, Sidney I. Resnick.
"Extremes of Censored and Uncensored Lifetimes in Survival Data" (2020).
Paper.
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Tiandong Wang, Sidney I. Resnick.
"Common Growth Patterns for Regional Social Networks: a Point
Process Approach" (2019).
Paper.
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Jaakko Lehtomaa, Sidney I. Resnick.
"Asymptotic independence and support detection techniques for
heavy-tailed multivariate data"
(2019).
Paper.
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Holger Drees, Anja Janssen, Sidney I. Resnick, Tiandong Wang.
"On a minimum distance procedure for threshold selection in tail analysis" (2018).
Paper.
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Tiandong Wang, Sidney I. Resnick.
"Degree Growth Rates and Index Estimation in a Directed Preferential
Attachment Model" (2018).
Paper.
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Yuguang Ipsen, Ross Maller, Sidney I. Resnick.
"Trimmed Levy Processes and their Extremal Components" (2018).
Paper.
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Phyllis Wan, Tiandong Wang, Richard A. Davis, Sidney I. Resnick.
"Are Extreme Value Estimation Methods Useful for Network Data?" (2017).
Paper.
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Tiandong Wang, Sidney I. Resnick.
"Consistency of Hill estimators in a linear preferential attachment model" (2017).
Paper.
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Yugang Ipsen, Ross Maller and Sidney I. Resnick,
"Ratios of Ordered Points of Point Processes with Regularly Varying Intensity Measures" (2017).
Paper.
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Phyllis Wan, Tiandong Wang, Richard A. Davis, Sidney I. Resnick,
"Fitting the Linear Preferential Attachment Model" (2017).
Paper.
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B. Buchmann, R. Maller and S.I. Resnick,
"Processes of rth Largest" (2016).
Paper.
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B. Das, S.I. Resnick,
"Hidden Regular Variation under Full and Strong Asymptotic Dependence" (2016).
Paper.
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T. Wang, S.I. Resnick,
"Multivariate Regular Variation of Discrete Mass Functions with
Applications to Preferential Attachment Networks" (2016).
Paper.
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T. Wang, S.I. Resnick ,
"Asymptotic Normality of In- and Out-Degree Counts in a Preferential
Attachment Model" (2015).
Paper.
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S.I. Resnick, G. Samorodnitsky,
''Asymptotic Normality of Degree Counts in a Preferential Attachment
Model" (2015).
Paper.
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S.I. Resnick, G. Samorodnitsky,
''Tauberian Theory for Multivariate Regularly Varying Distributions
with Application to Preferential Attachment Networks" (2014)
Paper.
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G. Samorodnitsky, S.I. Resnick, D.Towsley, R.A. Davis, A. Willis,
P. Wan,
''Nonstandard regular variation of in-degree and out-degree in the preferential attachment model" (2014)
Paper.
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B. Das and S.I. Resnick,
''Models with Hidden Regular Variation: Generation and detection" (2014)
Paper.
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S.I. Resnick and J. Roy,
''Hidden regular variation of moving average processes with
heavy-tailed innovations" (2013)
Paper.
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F. Lindskog, S.I. Resnick and J. Roy,
''Regularly Varying Measures on
Metric Spaces: Hidden Regular Variation and Hidden Jumps" (2013)
Paper.
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D. Zeber and S.I. Resnick,
''Markov Kernels and the Conditional Extreme Value Model" (2012)
Paper.
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D. Zeber and S.I. Resnick,
''Clustering of Markov Chain Exceedances" (2012)
Paper.
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D. Zeber and S.I. Resnick,
''Asymptotics of Markov Kernels and the Tail Chain" (2011)
Abstract.
Paper.
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A. Mitra and S.I. Resnick,
''Modeling multiple risks: Hidden domain of attraction"
Abstract.
Paper.
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B. Das, A. Mitra and S.I. Resnick,
''Living on the multi-dimensional edge: seeking hidden risks using regular variation''
Abstract.
Paper.
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S. Ghosh and S.I. Resnick,
''When does the mean excess plot look linear?''
Abstract.
Paper.
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L. Lopez-Oliveros and S.I. Resnick,
''On the superimposition of heterogeneous traffic at large time scales.''
Abstract.
Paper.
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A. Mitra and S.I. Resnick,
''Modeling Total Expenditure on Warranty Claims"
Abstract.
Paper.
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A. Mitra and S.I. Resnick,
''Hidden regular variation: Detection and estimation''
Abstract.
Paper.
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M. Larsson and S.I. Resnick,
''Long Range Tail Dependence: EDM VS. Extremogram ''
Abstract.
Paper.
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S. Ghosh and S.I. Resnick,
''A discussion on mean excess plots."
Abstract.
Paper.
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L. Lopez-Oliveros and S.I. Resnick,
''Extremal dependence analysis of network sessions."
Abstract.
Paper.
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B. Das and S.I. Resnick,
''Detecting a conditional extreme value model."
Abstract.
Paper.
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A. Mitra and S.I. Resnick,
''Aggregation of risks
and asymptotic independence."
Abstract.
Paper.
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B. Das and S.I. Resnick,
''Conditioning on an
Extreme Component: Model consistency and regular variation on
cones."
Abstract.
Paper.
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| 1463 |
C. Kluppelberg and S.I. Resnick,
''The Pareto Copula, Aggregation of Risks and the
Emperor's Socks."
Abstract.
Paper.
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| 1464 |
S.I. Resnick,
''Multivariate Regular Variation on Cones: Application to Extreme
Values, Hidden Regular Variation and Conditioned Limit Laws."
Abstract.
Paper.
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| 1458 |
B. Das and S.I. Resnick,
''QQ Plots, Random Sets and Data from a
Heavy Tailed Distribution."
Abstract.
Paper.
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| 1451 | V. Kulkarni and S.I. Resnick,
''Warranty Claims Modelling."
Abstract.
Paper.
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| 1449 | B. D'Auria and S.I. Resnick,
''The Influence of Dependence on
Data Network Models of Burstiness".
Abstract.
Paper.
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| 1428 | B. D'Auria and S.I. Resnick,
''Data Network Models of Burstiness''.
Abstract.
Paper.
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| 1420 | J. Heffernan and S.I. Resnick,
''Limit Laws for Random Vectors with an Extreme Component
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Abstract.
Paper.
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| 1411 | T. Mikosch and S.I. Resnick,
''Activity Rates with Very Heavy Tails
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Abstract.
Paper.
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| 1409 | J. Heffernan and S.I. Resnick,
"Hidden Regular Variation and the Rank Transform''.
Abstract.
Paper.
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| 1392 | S.I. Resnick and G. Samorodnitsky,
''Point Processes Associated with Stationary, Stable
Processes''.
Abstract.
Paper.
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| 1382 | K. Maulik and S.I. Resnick,
''Characterizations and Examples of Hidden Regular Variation''.
Abstract.
Paper.
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| 1357 | K. Maulik and S.I. Resnick,
``The Self-Similar and Multifractal Nature of a Network Traffic Model''.
Abstract.
Paper.
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| 1352 | F.H. Campos, J.S. Marron, S.I. Resnick and K. Jeffay,
``Extremal Dependence: Internet Traffic Applications.''
Abstract.
Paper.
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| 1346 | S. Resnick, ''The Extremal Dependence Measure and Asymptotic
Independence.'' Abstract
. Paper.
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| 1345 | S. Resnick, ``Modeling Data
Networks.''
Abstract.
Paper (pdf).
(8/02) |
| 1335 | S. Resnick, ``On the Foundations of Multivariate Heavy
Tail Analysis''
Abstract.
Paper.
(5/02) |
| 1321 | S. Resnick, "Hidden
Regular Variation, Second Order Regular Variation and Asymptotic
Independence' Abstract.
Paper. (1/02) |
| 1311 | K. Maulik and S. Resnick, "Small and Large Time Scales Analysis of a Network Traffic Model"Abstract. Paper. (10/01) |
| 1281 | S. Resnick and G. Samorodnitsky,"Limits of On/Off Hierarchical Product Models for Data Transmission" Paper.Abstract.(1/01) |
| 1278 | K. Maulik, S. Resnick, and H. Rootzén,"A Network Traffic Model with Random Transmission Rate"Paper. Paper. Abstract.(11/00) |
| 1272 | M. Borkovec, A. Dasgupta, S. Resnick, and G. Samorodnitsky, "A Single Channel on/off Model with TCP-Like Control" Paper. Abstract. (10/00) |
| 1257 | C.A. Guerin, H. Nyberg, O. Perrin, S. Resnick, H. Rootzén and C. Starica, "Empirical testing of the infinite source Poisson data traffic model" Paper. Abstract. (2/00) |
| 1247 | T. Mikosch, S. Resnick, H. Rootzén and A.W. Stegeman "Is Network Traffic Approximated by Stable Lévy Motion or Fractional Brownian Motion?" Paper. Abstract. (8/99) |
| 1243 | Resnick, A. Gilbert and W. Willinger, "Wavelet analysis of conservative cascades" Paper. Abstract. (6/99) |
| 1242 | Resnick and G. Samorodnitsky, "Steady state distribution of the buffer content for M/G/ input fluid queues" Paper. Abstract. (6/99) |
| 1241 | S. Resnick, G. Samorodnitsky and F. Xue "Randomness and dependence in etch process and their effects on predictability of failures and on cycle times" Paper. Abstract. (5/99) |
| 1236 | E. van den Berg and S. Resnick, "Weak Convergence of high-speed network traffic models" (3/99) Paper. Abstract. |
| 1235 | A. A. Balkema, C. Kluppelberg and S. Resnick, "Domains of attraction for exponential families" (3/99) Paper. Abstract. |
| 1228 | S. Resnick and H. Rootzén, "Self-similar communication models and very heavy tails" Paper. Abstract. |
| 1222 | S. Resnick and E. Van den Berg, "A test for nonlinearity of time series with infinite variance" (10/98) Paper. Abstract. |
| 1221 | S. Resnick and G. Samorodnitsky, "A heavy traffic limit theorem for workload processes with heavy tailed service requirements" (10/98) Paper. Abstract. |
| 1220 | S. Resnick, G. Samorodnitsky and F. Xue, "Growth rates of sample covariances of stationary symmetric  -stable processes associated with null recurrent Markov chains" (10/98) Paper. Abstract. |
| 1215 | H. Drees, L. De Haan and S. Resnick, "How to make a Hill plot" (7/98) Paper. Abstract. |
| 1210 | Resnick and E. van den Berg, "Sample correlation behavior for the heavy tailed general bilinear process" (5/98) Paper. Abstract. |
| 1209 | Resnick, G. Samorodnitsky, and F. Xue, "How misleading can sample ACF's of stable MA's Be? (Very!)" (3/98) Paper. Abstract. |
| 1206 | T. Mikosch, S. Resnick and G. Samorodnitsky, "The maximum of the periodogram for a heavy-tailed sequence" (10/97) Paper. Abstract. |
| 1204 | D. Heath, S. Resnick and G. Samorodnitsky "How system performance is affected by the interplay of averages in a fluid queue with long range dependence induced by heavy tails" (10/97) Paper. Abstract. |
| 1202 | J. Cohen, S. Resnick and G. Samorodnitsky "Sample correlations of infinite variance time series models: an empirical and theoretical study" (9/97) Paper. Abstract. |
| 1201 | S. Resnick and G. Samorodnitsky "Activity periods of an infinite server queue and performance of certain heavy tailed fluid queues" (9/97) Paper. Abstract. |
| 1187 | S. Resnick and A. Subramanian, "Heavy Tailed Hidden Semi-Markov Models" (3/97) Paper. Abstract. |
| 1178 | S. I. Resnick, "Discussion of the Danish Data on Large Fire Insurance Losses" (12/96) Paper. Abstract. |
| 1174 | S. Resnick and C. Starica, "Tail Index Estimation for Dependent Data" (9/96) Paper. Abstract. |
| 1169 | D. Heath, S. Resnick and G. Samorodnitsky, "Patterns of Buffer Overflow in a Class of Queues with Long Memory in the Input Stream" (8/96) Paper. Abstract. |
| 1165 | S. Resnick and C. Starica, "Asymptotic Behavior of Hill's Estimator for Autoregressive Data" (8/96) Paper. Abstract. |
| 1163 | S. Resnick and P. Feigin, "Pitfalls of Fitting Autoregressive Models for Heavy-tailed Time Series" (7/96) Paper. Abstract. |
| 1158 | S. Resnick and C. Starica, "Smoothing the Moment Estimator of the Extreme Value Parameter" (5/96) Abstract. Paper. |
| 1157 | S. Resnick, "Why Non-Linearities Can Ruin the Heavy Tailed Modeler's Day"(5/96) Abstract. Paper. |
| 1155 | L. de Haan and S. Resnick, "On Asymptotic Normality of the Hill Estimator" (3/96) Abstract. Paper. |
| 1144 | D. Heath, S. Resnick and G. Samorodnitsky, "Heavy Tails and Long Range Dependence in On/Off Processes and Associated Fluid Models" (1/96) Abstract. Paper. |
| 1140 | R.A. Davis and S.I. Resnick, "Limit Theory for Bilinear Processes with Heavy Tailed Noise" (12/95) Abstract. Paper. |
| 1134 | S.I. Resnick, "Heavy Tail Modelling and Teletraffic Data" (9/95) Abstract. Paper. |
| 1133 | J. Geluk, L. de Haan, S. Resnick and C. Starica, "Second Order Regular Variation, Convolution and the Central Limit Theorem" (9/95) Abstract. Paper. |
| 1126 | C.M. Goldie and S.I. Resnick, "Ordered Independent Scattering" (5/95) Abstract. Paper. |
| 1124 | P. Feigin and S.I. Resnick, "Linear Programming Estimators and Bootstrapping for Heavy Tailed Phenomena" (3/95) Abstract. Paper. |
| 1122 | M.F. Kratz and S.I. Resnick, "The QQ-Estimator and Heavy Tails" (3/95) Abstract. Paper. |
| 1114 | S. Resnick and C. Starica, "Smoothing the Hill Estimator" (2/95) |
| 1111 | P.D. Feigin, M.F. Kratz, and S.I. Resnick, "Parameter Estimation for Moving Averages with Positive Innovations" (1/95) Abstract. Paper. |
| 1094 | S. Resnick and G. Samorodnitsky, "The Effect of Long Range Dependence in a Simple Queueing Model" (5/94) Abstract. Paper. |
| 1085 | P.D. Feigin, S.I. Resnick, and C. Starica, "Testing for Independence in Heavy Tailed and Positive Innovation Time Series" (2/94). Abstract. |
| 1072 | L. de Haan and S. Resnick, "Second-Order Regular Variation and Rates of Convergence in Extreme-Value Theory" (10/93). Abstract. Paper. |
| 1066 | S. Resnick and C. Starica, "Consistency of Hill's Estimator for Dependent Data" (8/93). Abstract. |
| 1057 | D. McBeth and S.I. Resnick, "Stability of Random Sets Generated by Multivariate Samples" (6/93). Abstract. |
| 1041 | L. de Haan and S. Resnick, "Estimating the Home Range" (1/93). Abstract. |
| 1033 | P.D. Feigin and S.I. Resnick, "Limit Distributions for Linear Programming Time Series Estimators" (9/92). Abstract. |
| 1005 | S. Resnick and P.D. Feigin, "Estimation for Autoregressive Processes with Positive Innovations" (5/92) Stochastic Models 8 (1992), 479-498. Abstract. |
| 0976 | L. deHaan and S. Resnick, "Consistent empirical estimators of multivariate extreme value distributions" (8/91) Stochastic Models. |
| 0971 | S. Resnick and R. Roy, "Super-extremal processes and the argmax process" (5/91) |
| 0970 | S. Resnick and R. Davis, "Prediction of stationary max-stable processes" (6/91). Annals of Applied Probability. |
| 0936 | D.B.H. Cline and S.I. Resnick, "Multivariate subexponential distributions" (Oct. 90). |
| 0924 | Resnick and E. Willekins, "Moving averages of random series with random coefficients and random coefficient auto-models" (Sept. 90). Stochastic Models 7 (1990), 511-526. |
| 0914 | L. deHaan and S. Resnick, "Random transformations for Poisson processes and sup-integral processes" (July 90). |
| 0908 | Resnick, A. Balkema, and C. Kluppelberg, "Densities with Gaussian tails" (July 90). |
| 0886 | T. Rachev and S. Resnick, "Max-geometric Infinite Divisibility and Stability" (Jan. 90). |
| 0873 | I. Resnick and R. Roy, "Random USC Functions, Max-Stable Processes and Continuous Choice" (Oct. 89). Annals of Applied Probability 1 (1991), 267-292. |
| 0849 | Resnick, "Point Processes and Tauberian Theory" (July 89). The Mathematical Scientist 16 (1991) 83-106. |
| 0844 | Resnick and R. Roy, "Multivariate Extremal Processes and Dynamic Choice Models" (April 89). Advanced in Applied Probability 22, 309-331. |
| 0839 | R.A. Davis and S.I. Resnick, "Extremes of Moving Averages of Random Variables with Finite Endpoint" (Mar. 89). Stochastic Processes and Their Applications 30, 41-68. |
