Sidney I. Resnick

15.1k total citations · 2 hit papers
192 papers, 9.5k citations indexed

About

Sidney I. Resnick is a scholar working on Finance, Mathematical Physics and Management Science and Operations Research. According to data from OpenAlex, Sidney I. Resnick has authored 192 papers receiving a total of 9.5k indexed citations (citations by other indexed papers that have themselves been cited), including 102 papers in Finance, 64 papers in Mathematical Physics and 60 papers in Management Science and Operations Research. Recurrent topics in Sidney I. Resnick's work include Financial Risk and Volatility Modeling (76 papers), Stochastic processes and statistical mechanics (57 papers) and Probability and Risk Models (56 papers). Sidney I. Resnick is often cited by papers focused on Financial Risk and Volatility Modeling (76 papers), Stochastic processes and statistical mechanics (57 papers) and Probability and Risk Models (56 papers). Sidney I. Resnick collaborates with scholars based in United States, Netherlands and Israel. Sidney I. Resnick's co-authors include Richard A. Davis, Laurens de Haan, Gennady Samorodnitsky, A. D. Barbour, Thomas Mikosch, Holger Rootzén, Paul Embrechts, Cătălin Stărică, B. M. Brown and Peter J. Brockwell and has published in prestigious journals such as Journal of the American Statistical Association, Technometrics and Management Science.

In The Last Decade

Sidney I. Resnick

188 papers receiving 8.7k citations

Hit Papers

align trajectories

What are hit papers?

Hit papers significantly outperform the citation benchmark for their cohort. A paper qualifies if it has ≥500 total citations, achieves ≥1.5× the top-1% citation threshold for papers in the same subfield and year (this is the minimum needed to enter the top 1%, not the average within it), or reaches the top citation threshold in at least one of its specific research topics.

Extreme Values, Regular Variation and Point Processes

1987 2.0k citations Sidney I. Resnick profile →
Heavy-Tail Phenomena: Probabilistic and Statistical Modeling

2006 516 citations Sidney I. Resnick profile →

Peers

Countries citing papers authored by Sidney I. Resnick

Since Specialization

Citations

This map shows the geographic impact of Sidney I. Resnick's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Sidney I. Resnick with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Sidney I. Resnick more than expected).

Fields of papers citing papers by Sidney I. Resnick

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Sidney I. Resnick. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Sidney I. Resnick. The network helps show where Sidney I. Resnick may publish in the future.

Co-authorship network of co-authors of Sidney I. Resnick

This figure shows the co-authorship network connecting the top 25 collaborators of Sidney I. Resnick. A scholar is included among the top collaborators of Sidney I. Resnick based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Sidney I. Resnick. Sidney I. Resnick is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

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20 of 20 papers shown

#	Work	Indexed citations
1	Mixture cure model methodology in survival analysis: Some recent results for the one-sample case 2024 ·Ross Maller, Sidney I. Resnick, (unknown), (unknown)	3
2	Asymptotic independence and support detection techniques for\n heavy-tailed multivariate data 2019 ·arXiv (Cornell University) ·(unknown), Sidney I. Resnick	5
3	Hidden regular variation of moving average processes with heavy-tailed innovations 2014 ·Journal of Applied Probability ·Sidney I. Resnick, (unknown)	1
4	Asymptotics of Markov Kernels and the Tail Chain 2013 ·Advances in Applied Probability ·Sidney I. Resnick, (unknown)	8
5	Asymptotics of Markov Kernels and the Tail Chain 2013 ·Advances in Applied Probability ·Sidney I. Resnick, (unknown)	2
6	Aggregation of rapidly varying risks and asymptotic independence 2009 ·Advances in Applied Probability ·(unknown), Sidney I. Resnick	9
7	QQ Plots, Random Sets and Data from a Heavy Tailed Distribution 2008 ·Stochastic Models ·(unknown), Sidney I. Resnick	21
8	Activity rates with very heavy tails 2005 ·Stochastic Processes and their Applications ·Thomas Mikosch, Sidney I. Resnick	15
9	Empirical Testing Of The Infinite Source Poisson Data Traffic Model 2003 ·Stochastic Models ·Charles‐Antoine Guérin, (unknown), Olivier Perrin, Sidney I. Resnick, Holger Rootzén, Cătălin Stărică	29
10	Harold Cruse's attack on Jewish communists: comment 2002 ·Science & Society ·Sidney I. Resnick	1
11	A network traffic model with random transmission rate 2002 ·Advances in Applied Probability ·Krishanu Maulik, Sidney I. Resnick, Holger Rootzén	10
12	Heavy Tails and Long Range Dependence in On/Off Processes and Associated Fluid Models 1998 ·Mathematics of Operations Research ·David Heath, Sidney I. Resnick, Gennady Samorodnitsky	126
13	Asymptotic behavior of the Hill's estimator for autoregressive data 1997 ·Chalmers Research (Chalmers University of Technology) ·Cătălin Stărică, Sidney I. Resnick	2
14	The Effect of Long Range Dependence in a Simple Queueing Model 1994 ·eCommons (Cornell University) ·Sidney I. Resnick, Gennady Samorodnitsky	2
15	Extremal behaviour of solutions to a stochastic difference equation with applications to arch processes 1989 ·Stochastic Processes and their Applications ·Laurens de Haan, Sidney I. Resnick, Holger Rootzén, Casper G. de Vries	154
16	Distributions that are both subexponential and in the domain of attraction of an extreme-value distribution 1988 ·Advances in Applied Probability ·Charles M. Goldie, Sidney I. Resnick	49
17	Almost sure limit sets of random samples in ℝ^d 1988 ·Advances in Applied Probability ·Richard A. Davis, (unknown), Sidney I. Resnick	16
18	More limit theory for the sample correlation function of moving averages 1985 ·Stochastic Processes and their Applications ·Richard A. Davis, Sidney I. Resnick	80
19	Storage processes with general release rule and additive inputs 1982 ·Advances in Applied Probability ·Peter J. Brockwell, Sidney I. Resnick, Richard L. Tweedie	69
20	Limit laws for record values 1973 ·Stochastic Processes and their Applications ·Sidney I. Resnick	97

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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