Eksponencijalna raspodela (Serbian Wikipedia)

Analysis of information sources in references of the Wikipedia article "Eksponencijalna raspodela" in Serbian language version.

refsWebsite

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4doi.org

2^nd place

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2worldcat.org

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12^th place

2web.archive.org

1^st place

1jstor.org

26^th place

57^th place

1du.edu

9,263^rd place

low place

1archive.org

6^th place

5^th place

1siu.edu

low place

1stonybrook.edu

9,697^th place

low place

1xmu.edu.cn

low place

archive.org

Davies, Brian (2002). „Heaviside step function”. Integral Transforms and their Applications (3rd изд.). Springer. стр. 28.

doi.org

Stirzaker, David (2000). „Advice to Hedgehogs, or, Constants Can Vary”. The Mathematical Gazette. 84 (500): 197—210. ISSN 0025-5572. JSTOR 3621649. doi:10.2307/3621649.
Guttorp, Peter; Thorarinsdottir, Thordis L. (2012). „What Happened to Discrete Chaos, the Quenouille Process, and the Sharp Markov Property? Some History of Stochastic Point Processes”. International Statistical Review. 80 (2): 253—268. ISSN 0306-7734. doi:10.1111/j.1751-5823.2012.00181.x.
Norton, Matthew; Khokhlov, Valentyn; Uryasev, Stan (2019). „Calculating CVaR and bPOE for common probability distributions with application to portfolio optimization and density estimation” (PDF). Annals of Operations Research. Springer. 299 (1-2): 1281—1315. doi:10.1007/s10479-019-03373-1. Архивирано из оригинала (PDF) 31. 03. 2023. г. Приступљено 2023-02-27.
Park, Sung Y.; Bera, Anil K. (2009). „Maximum entropy autoregressive conditional heteroskedasticity model” (PDF). Journal of Econometrics. Elsevier. 150 (2): 219—230. doi:10.1016/j.jeconom.2008.12.014. Архивирано из оригинала (PDF) 2016-03-07. г. Приступљено 2011-06-02.

du.edu

mysite.du.edu

Calvert, James B. (2002). „Heaviside, Laplace, and the Inversion Integral”. University of Denver.

jstor.org

Stirzaker, David (2000). „Advice to Hedgehogs, or, Constants Can Vary”. The Mathematical Gazette. 84 (500): 197—210. ISSN 0025-5572. JSTOR 3621649. doi:10.2307/3621649.

siu.edu

lagrange.math.siu.edu

David Olive, Chapter 4. Truncated Distributions, "Lemma 4.3", Southern Illinois University, February 18, 2010, pp. 107.

stonybrook.edu

uryasev.ams.stonybrook.edu

Norton, Matthew; Khokhlov, Valentyn; Uryasev, Stan (2019). „Calculating CVaR and bPOE for common probability distributions with application to portfolio optimization and density estimation” (PDF). Annals of Operations Research. Springer. 299 (1-2): 1281—1315. doi:10.1007/s10479-019-03373-1. Архивирано из оригинала (PDF) 31. 03. 2023. г. Приступљено 2023-02-27.

web.archive.org

Norton, Matthew; Khokhlov, Valentyn; Uryasev, Stan (2019). „Calculating CVaR and bPOE for common probability distributions with application to portfolio optimization and density estimation” (PDF). Annals of Operations Research. Springer. 299 (1-2): 1281—1315. doi:10.1007/s10479-019-03373-1. Архивирано из оригинала (PDF) 31. 03. 2023. г. Приступљено 2023-02-27.
Park, Sung Y.; Bera, Anil K. (2009). „Maximum entropy autoregressive conditional heteroskedasticity model” (PDF). Journal of Econometrics. Elsevier. 150 (2): 219—230. doi:10.1016/j.jeconom.2008.12.014. Архивирано из оригинала (PDF) 2016-03-07. г. Приступљено 2011-06-02.

worldcat.org

Stirzaker, David (2000). „Advice to Hedgehogs, or, Constants Can Vary”. The Mathematical Gazette. 84 (500): 197—210. ISSN 0025-5572. JSTOR 3621649. doi:10.2307/3621649.
Guttorp, Peter; Thorarinsdottir, Thordis L. (2012). „What Happened to Discrete Chaos, the Quenouille Process, and the Sharp Markov Property? Some History of Stochastic Point Processes”. International Statistical Review. 80 (2): 253—268. ISSN 0306-7734. doi:10.1111/j.1751-5823.2012.00181.x.

xmu.edu.cn

wise.xmu.edu.cn

Park, Sung Y.; Bera, Anil K. (2009). „Maximum entropy autoregressive conditional heteroskedasticity model” (PDF). Journal of Econometrics. Elsevier. 150 (2): 219—230. doi:10.1016/j.jeconom.2008.12.014. Архивирано из оригинала (PDF) 2016-03-07. г. Приступљено 2011-06-02.