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Browsing by Author Resnick, S.

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PreviewIssue DateTitleAuthor(s)
Feb-2005Limit Laws for Random Vectors with an Extreme ComponentHeffernan, J.; Resnick, S.
Jan-2001Limits of On/Off Hierarchical Product Models for Data TransmissionResnick, S.; Samorodnitsky, G.
Jan-1990Max-geometric Infinite Divisibility and StabilityRachev, T.; Resnick, S.
Oct-1997The maximum of the periodogram for a heavy-tailed sequenceMikosch, T.; Resnick, S.; Samorodnitsky, G.
Aug-2002Modeling Data NetworksResnick, S.
Sep-1990Moving averages of random series with random coefficients and random coefficient auto-modelsResnick, S.; Willekins, E.
Apr-1989Multivariate Extremal Processes and Dynamic Choice ModelsResnick, S.; Roy, R.
Jun-1988Multivariate Records and ShapeKinoshita, K.; Resnick, S.
Aug-2007Multivariate Regular Variation on Cones: Application to Extreme Values, Hidden Regular Variation and Conditioned Limit LawsResnick, S.
Nov-2000A Network Traffic Model with Random Transmission RateMaulik, K.; Resnick, S.; Rootzen, H.
Mar-1996On Asymptotic Normality of the Hill Estimatorde Haan, L.; Resnick, S.
May-2002On the Foundations of Multivariate Heavy Tail AnalysisResnick, S.
Aug-2007The Pareto Copula, Aggregation of Risks and the Emperor's SocksKluppelberg, C.; Resnick, S.
Aug-1996Patterns of Buffer Overflow in a Class of Queues with Long Memory in the Input StreamHeath, D.; Resnick, S.; Samorodnitsky, G.
Jul-1996Pitfalls of Fitting Autoregressive Models for Heavy-tailed Time SeriesResnick, S.; Feigin, P.
Jul-1989Point Processes and Tauberian TheoryResnick, S.
Nov-2003Point processes associated with stationary stable processesResnick, S.; Samorodnitsky, G.
Jun-1991Prediction of stationary max-stable processesResnick, S.; Davis, R.
Feb-2007QQ Plots, Random Sets and Data from a Heavy Tailed DistributionDas, B.; Resnick, S.
Mar-1988Quantifying Closeness of Distributions of Sums and Maxima when Tails are FatWillekens, E.; Resnick, S.
Showing results 28 to 47 of 65
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