Sidney I. Resnick

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
The art of finding hidden risks. Hidden regular variation in the 21st century	2025-10-16	Paper
Preferential attachment with reciprocity: properties and estimation Journal of Complex Networks	2024-11-08	Paper
Finite sample and asymptotic distributions of a statistic for sufficient follow-up in cure models The Canadian Journal of Statistics	2024-06-13	Paper
Mixture cure model methodology in survival analysis: some recent results for the one-sample case Statistics Surveys	2024-05-10	Paper
Random networks with heterogeneous reciprocity Extremes	2024-02-09	Paper
2RV+HRV and Testing for Strong VS Full Dependence	2023-12-26	Paper
Poisson edge growth and preferential attachment networks Methodology and Computing in Applied Probability	2023-07-04	Paper
Measuring reciprocity in a directed preferential attachment network Advances in Applied Probability	2022-12-13	Paper
Splitting the sample at the largest uncensored observation Bernoulli	2022-09-28	Paper
Splitting the sample at the largest uncensored observation Bernoulli	2022-09-28	Paper
Asymptotic dependence of in- and out-degrees in a preferential attachment model with reciprocity Extremes	2022-07-26	Paper
Extremes of censored and uncensored lifetimes in survival data Extremes	2022-05-09	Paper
On a minimum distance procedure for threshold selection in tail analysis SIAM Journal on Mathematics of Data Science	2022-02-03	Paper
Exact and Asymptotic Tests for Sufficient Followup in Censored Survival Data	2021-09-06	Paper
Measuring Reciprocity in a Directed Preferential Attachment Network (available as arXiv preprint)	2021-03-12	Paper
Splitting the Sample at the Largest Uncensored Observation (available as arXiv preprint)	2021-03-01	Paper
A Directed Preferential Attachment Model with Poisson Measurement	2020-08-16	Paper
Asymptotic independence and support detection techniques for heavy-tailed multivariate data Insurance Mathematics & Economics	2020-08-03	Paper
Trimmed Lévy processes and their extremal components Stochastic Processes and their Applications	2020-04-07	Paper
Are extreme value estimation methods useful for network data? Extremes	2020-02-28	Paper
Degree growth rates and index estimation in a directed preferential attachment model Stochastic Processes and their Applications	2020-01-24	Paper
Asymptotic normality of degree counts in a preferential attachment model Advances in Applied Probability	2019-09-23	Paper
Consistency of Hill estimators in a linear preferential attachment model Extremes	2019-05-31	Paper
Ratios of ordered points of point processes with regularly varying intensity measures Stochastic Processes and their Applications	2018-12-28	Paper
Processes of \(r^{th}\) largest Extremes	2018-12-20	Paper
Multivariate regular variation of discrete mass functions with applications to preferential attachment networks Methodology and Computing in Applied Probability	2018-11-08	Paper
Hidden regular variation under full and strong asymptotic dependence Extremes	2018-01-31	Paper
Leader and maximum independence for a class of discrete choice models Economics Letters	2017-11-09	Paper
Fitting the linear preferential attachment model Electronic Journal of Statistics	2017-10-12	Paper
Fitting the linear preferential attachment model Electronic Journal of Statistics	2017-10-12	Paper
Asymptotic normality of in- and out-degree counts in a preferential attachment model Stochastic Models	2017-07-31	Paper
The impact of competition on prices with numerous firms Journal of Economic Theory	2016-09-06	Paper
Nonstandard regular variation of in-degree and out-degree in the preferential attachment model Journal of Applied Probability	2016-04-29	Paper
Nonstandard regular variation of in-degree and out-degree in the preferential attachment model Journal of Applied Probability	2016-04-29	Paper
Models with hidden regular variation: generation and detection	2016-01-25	Paper
Extremal dependence measure and extremogram: the regularly varying case Extremes	2016-01-22	Paper
Tauberian theory for multivariate regularly varying distributions with application to preferential attachment networks Extremes	2015-09-24	Paper
Hidden regular variation of moving average processes with heavy-tailed innovations Journal of Applied Probability	2015-04-14	Paper
Hidden regular variation of moving average processes with heavy-tailed innovations Journal of Applied Probability	2015-04-14	Paper
Transition kernels and the conditional extreme value model Extremes	2015-01-23	Paper
Regularly varying measures on metric spaces: hidden regular variation and hidden jumps Probability Surveys	2014-10-22	Paper
Regularly varying measures on metric spaces: hidden regular variation and hidden jumps Probability Surveys	2014-10-22	Paper
On the superposition of heterogeneous traffic at large time scales (available as arXiv preprint)	2014-07-21	Paper
Modeling multiple risks: hidden domain of attraction Extremes	2014-04-08	Paper
Generation and Detection of Multivariate Regular Variation and Hidden Regular Variation	2014-03-23	Paper
A probability path Modern Birkhäuser Classics	2013-11-28	Paper
Clustering of Markov chain exceedances Bernoulli	2013-10-17	Paper
Clustering of Markov chain exceedances Bernoulli	2013-10-17	Paper
Living on the multidimensional edge: Seeking hidden risks using regular variation Advances in Applied Probability	2013-04-11	Paper
Living on the multidimensional edge: Seeking hidden risks using regular variation Advances in Applied Probability	2013-04-11	Paper
Asymptotics of Markov kernels and the tail chain Advances in Applied Probability	2013-04-11	Paper
Asymptotics of Markov kernels and the tail chain Advances in Applied Probability	2013-04-11	Paper
A heavy traffic approximation for workload processes with heavy tailed service requirements Management Science	2012-02-19	Paper
Hidden regular variation and detection of hidden risks Stochastic Models	2012-01-25	Paper
When does the mean excess plot look linear? Stochastic Models	2012-01-25	Paper
Detecting a conditional extreme value model Extremes	2011-11-27	Paper
Extremal dependence analysis of network sessions Extremes	2011-11-27	Paper
Modeling total expenditure on warranty claims Stochastic Models	2011-10-21	Paper
Conditioning on an extreme component: model consistency with regular variation on cones Bernoulli	2011-09-02	Paper
A discussion on mean excess plots Stochastic Processes and their Applications	2010-08-03	Paper
Aggregation of rapidly varying risks and asymptotic independence Advances in Applied Probability	2009-11-04	Paper
Warranty claims modeling Naval Research Logistics	2008-08-11	Paper
Multivariate regular variation on cones: application to extreme values, hidden regular variation and conditioned limit laws Stochastics	2008-05-15	Paper
The influence of dependence on data network models Advances in Applied Probability	2008-05-15	Paper
The Pareto Copula, Aggregation of Risks, and the Emperor's Socks Journal of Applied Probability	2008-04-30	Paper
QQ Plots, Random Sets and Data from a Heavy Tailed Distribution Stochastic Models	2008-03-31	Paper
scientific article; zbMATH DE number 5242364 (Why is no real title available?)	2008-03-04	Paper
Limit laws for random vectors with an extreme component The Annals of Applied Probability	2007-10-22	Paper
Data network models of burstiness Advances in Applied Probability	2006-07-25	Paper
Characterizations and examples of hidden regular variation Extremes	2006-05-24	Paper
Heavy-Tail Phenomena Springer Series in Operations Research and Financial Engineering	2006-05-03	Paper
Activity rates with very heavy tails Stochastic Processes and their Applications	2006-04-28	Paper
Extreme Value Theory as a Risk Management Tool North American Actuarial Journal	2006-01-13	Paper
Domains of attraction for exponential families. Stochastic Processes and their Applications	2005-11-29	Paper
Hidden regular variation and the rank transform Advances in Applied Probability	2005-09-29	Paper
Point processes associated with stationary stable processes Stochastic Processes and their Applications	2005-08-05	Paper
EXTREMAL DEPENDENCE: INTERNET TRAFFIC APPLICATIONS Stochastic Models	2005-05-23	Paper
The Extremal Dependence Measure and Asymptotic Independence Stochastic Models	2005-01-19	Paper
On the foundations of multivariate heavy-tail analysis Journal of Applied Probability	2004-10-25	Paper
Limits of on/off hierarchical product models for data transmission The Annals of Applied Probability	2004-03-30	Paper
Hidden regular variation, second order regular variation and asymptotic independence Extremes	2004-03-16	Paper
The Self‐Similar and Multifractal Nature of a Network Traffic Model Stochastic Models	2003-10-19	Paper
Wavelet analysis of conservative cascades Bernoulli	2003-10-09	Paper
Asymptotic independence and a network traffic model Journal of Applied Probability	2003-07-15	Paper
The maximum of the periodogram for a heavy-tailed sequence. The Annals of Probability	2003-05-06	Paper
Is network traffic approximated by stable Lévy motion or fractional Brownian motion? The Annals of Applied Probability	2003-05-06	Paper
Self-similar communication models and very heavy tails. The Annals of Applied Probability	2003-05-06	Paper
Small and large time scale analysis of a network traffic model Queueing Systems	2003-05-04	Paper
Empirical Testing Of The Infinite Source Poisson Data Traffic Model Stochastic Models	2003-05-04	Paper
A SINGLE CHANNEL ON/OFF MODEL WITH TCP-LIKE CONTROL Stochastic Models	2003-03-24	Paper
On asymptotic normality of the hill estimator Communications in Statistics. Stochastic Models	2003-01-09	Paper
How to make a Hill plot. The Annals of Statistics	2002-11-14	Paper
Steady-state distribution of the buffer content for \(\text{M}/\text{G}/\infty\) input fluid queues Bernoulli	2002-09-25	Paper
Growth rates of sample covariances of stationary symmetric \(\alpha \)-stable processes associated with null recurrent Markov chains Stochastic Processes and their Applications	2002-08-29	Paper
Stability for multivariate exponential families Journal of Mathematical Sciences (New York)	2002-06-16	Paper
Heavy tails and long range dependence in on/off processes and associated fluid models Mathematics of Operations Research	2001-11-26	Paper
A test for nonlinearity of time series with infinite variance Extremes	2001-09-16	Paper
Sample correlation behavior for the heavy tailed general bilinear process Communications in Statistics. Stochastic Models	2001-02-21	Paper
scientific article; zbMATH DE number 1301879 (Why is no real title available?)	2001-02-18	Paper
How misleading can sample ACFs of stable MAs be? (Very!) The Annals of Applied Probability	2000-09-04	Paper
Heavy tail modeling and teletraffic data. (With discussions and rejoinder) The Annals of Statistics	2000-08-24	Paper
Limit laws for exponential families Bernoulli	2000-07-03	Paper
Activity periods of an infinite server queue and performance of certain heavy tailed fluid queues Queueing Systems	2000-03-30	Paper
Pitfalls of fitting autoregressive models for heavy-tailed time series Extremes	2000-03-01	Paper
How system performance is affected by the interplay of averages in a fluid queue with long range dependence induced by heavy tails The Annals of Applied Probability	1999-11-14	Paper
Sample correlations of infinite variance time series models: An empirical and theoretical study Journal of Applied Mathematics and Stochastic Analysis	1999-08-16	Paper
Smoothing the moment estimator of the extreme value parameter Extremes	1999-08-12	Paper
Tail index estimation for dependent data The Annals of Applied Probability	1999-08-02	Paper
scientific article; zbMATH DE number 1243444 (Why is no real title available?)	1999-01-21	Paper
Patterns of buffer overflow in a class of queues with long memory in the input stream The Annals of Applied Probability	1999-01-19	Paper
Second-order regular variation, convolution and the central limit theorem Stochastic Processes and their Applications	1999-01-14	Paper
Heavy tailed hidden semi-markov models Communications in Statistics. Stochastic Models	1998-04-13	Paper
Linear Programming Estimators and Bootstrapping for Heavy Tailed Phenomena Advances in Applied Probability	1998-04-05	Paper
The qq-estimator and heavy tails Communications in Statistics. Stochastic Models	1998-02-17	Paper
Limit theory for bilinear processes with heavy-tailed noise The Annals of Applied Probability	1998-01-22	Paper
Performance Decay in a Single Server Exponential Queueing Model with Long Range Dependence Operations Research	1997-11-25	Paper
Smoothing the Hill Estimator Advances in Applied Probability	1997-07-03	Paper
Parameter estimation for moving averages with positive innovations The Annals of Applied Probability	1997-06-12	Paper
Second-order regular variation and rates of convergence in extreme-value theory The Annals of Probability	1997-05-25	Paper
Ordered independent scattering Ordered independent Communications in Statistics. Stochastic Models	1997-04-03	Paper
Asymptotic behavior of hill's estimator for autoregressive data Communications in Statistics. Stochastic Models	1997-01-01	Paper
Many multivariate records Stochastic Processes and their Applications	1996-06-16	Paper
Testing for independence in heavy tailed and positive innovation time series Communications in Statistics. Stochastic Models	1996-05-20	Paper
Super-extremal processes and the argmax process Journal of Applied Probability	1995-09-18	Paper
Consistency of Hill's estimator for dependent data Journal of Applied Probability	1995-05-23	Paper
Estimating the home range Journal of Applied Probability	1995-05-02	Paper
Superextremal processes, max-stability and dynamic continuous choice The Annals of Applied Probability	1995-03-26	Paper
Crossings of max-stable processes Journal of Applied Probability	1995-02-12	Paper
Stability of random sets generated by multivariate samples Communications in Statistics. Stochastic Models	1995-01-15	Paper
Random transformations for poisson processes and sup—integral processes Communications in Statistics. Stochastic Models	1994-11-17	Paper
Limit distributions for linear programming time series estimators Stochastic Processes and their Applications	1994-10-10	Paper
Densities with Gaussian Tails Proceedings of the London Mathematical Society	1994-06-06	Paper
Estimating the limit distribution of multivariate extremes Communications in Statistics. Stochastic Models	1993-12-19	Paper
Prediction of stationary max-stable processes The Annals of Applied Probability	1993-10-28	Paper
scientific article; zbMATH DE number 54039 (Why is no real title available?)	1993-01-23	Paper
Estimation for autoregressive processes with positive innovations Communications in Statistics. Stochastic Models	1993-01-17	Paper
scientific article; zbMATH DE number 58017 (Why is no real title available?)	1992-09-27	Paper
Multivariate subexponential distributions Stochastic Processes and their Applications	1992-09-27	Paper
Moving averages with random coefficients and random coefficient autoregressive models Communications in Statistics. Stochastic Models	1992-06-28	Paper
On min-stable horse races with infinitely many horses Mathematical Social Sciences	1992-06-28	Paper
Max-geometric infinite divisibility and stability Communications in Statistics. Stochastic Models	1992-06-26	Paper
Extremes of moving averages of random variables with finite endpoint The Annals of Probability	1991-01-01	Paper
Random usc functions, max-stable processes and continuous choice The Annals of Applied Probability	1991-01-01	Paper
Multivariate extremal processes, leader processes and dynamic choice models Advances in Applied Probability	1990-01-01	Paper
Basic properties and prediction of max-ARMA processes Advances in Applied Probability	1989-01-01	Paper
Records in a partially ordered set The Annals of Probability	1989-01-01	Paper
Extremal behaviour of solutions to a stochastic difference equation with applications to ARCH processes Stochastic Processes and their Applications	1989-01-01	Paper
Quantifying closeness of distributions of sums and maxima when tails are fat Stochastic Processes and their Applications	1989-01-01	Paper
scientific article; zbMATH DE number 4100398 (Why is no real title available?)	1988-01-01	Paper
scientific article; zbMATH DE number 4100428 (Why is no real title available?)	1988-01-01	Paper
Distributions that are both subexponential and in the domain of attraction of an extreme-value distribution Advances in Applied Probability	1988-01-01	Paper
Almost sure limit sets of random samples in ℝ<sup><i>d</i></sup> Advances in Applied Probability	1988-01-01	Paper
Subexponential distribution tails and point processes Communications in Statistics. Stochastic Models	1988-01-01	Paper
Extremes of moving averages of random variables from the domain of attraction of the double exponential distribution Stochastic Processes and their Applications	1988-01-01	Paper
scientific article; zbMATH DE number 4030574 (Why is no real title available?)	1987-01-01	Paper
The convex hull of a random sample in Communications in Statistics. Stochastic Models	1987-01-01	Paper
Records in the presence of a linear trend Advances in Applied Probability	1987-01-01	Paper
Embedding sequences of successive maxima in extremal processes, with applications Journal of Applied Probability	1987-01-01	Paper
On regular variation of probability densities Stochastic Processes and their Applications	1987-01-01	Paper
scientific article; zbMATH DE number 3958502 (Why is no real title available?)	1986-01-01	Paper
Point processes, regular variation and weak convergence Advances in Applied Probability	1986-01-01	Paper
Limit theory for the sample covariance and correlation functions of moving averages The Annals of Statistics	1986-01-01	Paper
scientific article; zbMATH DE number 4052784 (Why is no real title available?)	1985-01-01	Paper
Limit theory for moving averages of random variables with regularly varying tail probabilities The Annals of Probability	1985-01-01	Paper
More limit theory for the sample correlation function of moving averages Stochastic Processes and their Applications	1985-01-01	Paper
Records from improving populations Journal of Applied Probability	1985-01-01	Paper
scientific article; zbMATH DE number 3885046 (Why is no real title available?)	1984-01-01	Paper
Limiting Behaviour of Sums and the Term of Maximum Modulus Proceedings of the London Mathematical Society	1984-01-01	Paper
Asymptotically balanced functions and stochastic compactness of sample extremes The Annals of Probability	1984-01-01	Paper
RANK TESTS FOR MULTIVARIATE TREND Australian Journal of Statistics	1984-01-01	Paper
Tail estimates motivated by extreme value theory The Annals of Statistics	1984-01-01	Paper
Domains of attraction and regular variation in \({\mathbb{R}}^ d\) Journal of Multivariate Analysis	1984-01-01	Paper
CATASTROPHE PROCESSES WITH CONTINUOUS STATE-SPACE1 Australian Journal of Statistics	1983-01-01	Paper
Local limit theorems for sample extremes The Annals of Probability	1982-01-01	Paper
Birth, immigration and catastrophe processes Advances in Applied Probability	1982-01-01	Paper
Storage processes with general release rule and additive inputs Advances in Applied Probability	1982-01-01	Paper
Extreme values, range and weak convergence of integrals of Markov chains Journal of Applied Probability	1982-01-01	Paper
scientific article; zbMATH DE number 3714659 (Why is no real title available?)	1981-01-01	Paper
On the observation closest to the origin Stochastic Processes and their Applications	1981-01-01	Paper
scientific article; zbMATH DE number 3656951 (Why is no real title available?)	1980-01-01	Paper
Conjugate -variation and process inversion The Annals of Probability	1979-01-01	Paper
A bivariate stable characterization and domains of attraction Journal of Multivariate Analysis	1979-01-01	Paper
Derivatives of regularly varying functions in \(R^d\) and domains of attraction of stable distributions Stochastic Processes and their Applications	1979-01-01	Paper
Functional limit theorems for dependent variables The Annals of Probability	1978-01-01	Paper
The Recurrence Classification of Risk and Storage Processes Mathematics of Operations Research	1978-01-01	Paper
Max-infinite divisibility Journal of Applied Probability	1977-01-01	Paper
Extreme values of independent stochastic processes Journal of Applied Probability	1977-01-01	Paper
Limit theory for multivariate sample extremes Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete	1977-01-01	Paper
Weak convergence with random indices Stochastic Processes and their Applications	1977-01-01	Paper
The Stationary Distribution and First Exit Probabilities of a Storage Process with General Release Rule Mathematics of Operations Research	1976-01-01	Paper
Weak convergence to extremal processes The Annals of Probability	1975-01-01	Paper
The behavior near the origin of the supremum functional in a process with stationary independent increments Journal of Applied Probability	1975-01-01	Paper
Inverses of extremal processes Advances in Applied Probability	1974-01-01	Paper
The structure of extremal processes Advances in Applied Probability	1973-01-01	Paper
Record values and maxima The Annals of Probability	1973-01-01	Paper
Limit laws for record values Stochastic Processes and their Applications	1973-01-01	Paper
Almost sure stability of maxima Journal of Applied Probability	1973-01-01	Paper
Extremal processes and record value times Journal of Applied Probability	1973-01-01	Paper
Almost sure limit points of record values Journal of Applied Probability	1973-01-01	Paper
Stability of maxima of random variables defined on a Markov chain Advances in Applied Probability	1972-01-01	Paper
On the times of births in a linear birthprocess Journal of the Australian Mathematical Society	1971-01-01	Paper
Products of distribution functions attracted to extreme value laws Journal of Applied Probability	1971-01-01	Paper
Asymptotic location and recurrence properties of maxima of a sequence of random variables defined on a Markov chain Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete	1971-01-01	Paper
Products of distribution functions attracted to extreme value laws Journal of Applied Probability	1971-01-01	Paper
Asymptotic location and recurrence properties of maxima of a sequence of random variables defined on a Markov chain Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete	1971-01-01	Paper
Limit laws for maxima of a sequence of random variables defined on a Markov chain Advances in Applied Probability	1970-01-01	Paper

Research outcomes over time

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