السلام عليكم اريد هذه الكتب من فضلكم وجزاكم الله عنا كل خير

[adelbakouch]

السلام عليكم اريد اى كتاب من هذه الكتب تجدونه لديكم وجزاكم الله عنا خير وكل عام وانتم بخير
* Time Series Analysis and Its Applications: With R
Examples, by Robert H. Shumway and David S. Stoffer
Springer; 2nd ed. edition, 2006

* Long-Memory Time Series: Theory and Methods
by Wilfredo Palma, Wiley-Interscience, 2007

* The Analysis of Time Series: An Introduction, Sixth
Edition, by Chris Chatfield, Chapman & Hall/CRC; 6
edition, 2003

* Forecasting, Time Series, and Regression
by Bruce L. Bowerman, Richard O'Connell and Anne
Koehler,Duxbury Press; 4 edition

*Probability: Modeling and Applications to Random
Processes, by Gregory K. Miller, Wiley Interscience,
2006.

[KING_COMPUTER]

السلام عليكم

اخي يوجد موضوع مخصص في المكتبة الالكترونية خاص بطلبات الكتب وموضوع آخر في منتدى كتب الهندسة وحفاظاً على ترتيب المواضيع ولتعم الفائدة على الجميع ارجو ان تُدرج الطلبات في المواضيع المخصصة لذلك.

ولك بعض ماتفضلت بطلبه والله ولي التوفيق

Time Series Analysis

http://pixhost.eu/avaxhome/avaxhome/2006-10-20/timeana.jpg

James D. Hamilton, «Time Series Analysis»
Princeton Press | djvu 5.44Mb 820pages | ISBN: 0-691-04289-6

The book is intended to provide students and researchers with a self-contained survey of time series analysis. It starts from first principles and should be readily accessible to any beginning graduate student, while it is also intended to serve as a reference book for researchers.

Review:

"A carefully prepared and well written book. . . . Without doubt, it can be recommended as a very valuable encyclopedia and textbook for a reader who is looking for a mainly theoretical textbook which combines traditional time series analysis with a review of recent research areas." –Journal of Economics


http://mihd.net/5x2el6

او

http://depositfiles.com/en/files/326429

------------------------------------------------------


Nonlinear Time Series Analysis

http://pixhost.eu/avaxhome/avaxhome/2007-08-02/51TR82SB38L.jpg

Cambridge University Press | ISBN: 0521821509 | 2004-01-26 | DJVU | 386 pages | 7.3 Mb

The time variability of many natural and social phenomena is not well described by standard methods of data analysis. However, nonlinear time series analysis uses chaos theory and nonlinear dynamics to understand seemingly unpredictable behavior. The results are applied to real data from physics, biology, medicine, and engineering in this volume. Researchers from all experimental disciplines, including physics, the life sciences, and the economy, will find the work helpful in the analysis of real world systems.

http://depositfiles.com/files/1385573

--------------------------------------------------------


Handbook of Time Series Analysis: Recent Theoretical Developments and Applications

http://pixhost.eu/avaxhome/avaxhome/2007-08-12/41r2siRKcqL.jpg

Wiley-VCH | ISBN: 3527406239 | 2006-12-15 | PDF | 514 pages | 9176 kb


This handbook provides an up-to-date survey of current research topics and applications of time series analysis methods written by leading experts in their fields. It covers recent developments in univariate as well as bivariate and multivariate time series analysis techniques ranging from physics' to life sciences' applications. Each chapter comprises both methodological aspects and applications to real world complex systems, such as the human brain or Earth's climate. Covering an exceptionally broad spectrum of topics, beginners, experts and practitioners who seek to understand the latest developments will profit from this handbook.

http://depositfiles.com/en/files/1472055

http://rapidshare.com/files/48603830/Handbook_of_Time_Series_Analysis._Recent_Theoretic al_Developments_and_Applications_9783527406234.pdf

-----------------------------------------------------------


Modeling Financial Time Series with S-PLUS®

http://pixhost.eu/avaxhome/avaxhome/2007-09-27/41GAJMSBNBL.jpg

Springer | 2006-08-03 | ISBN:0387279652 | 1002 Pages | 12.23 MB | PDF

The field of financial econometrics has exploded over the last decade This book represents an integration of theory, methods, and examples using the S-PLUS statistical modeling language and the S+FinMetrics module to facilitate the practice of financial econometrics. This is the first book to show the power of S-PLUS for the analysis of time series data. It is written for researchers and practitioners in the finance industry, academic researchers in economics and finance, and advanced MBA and graduate students in economics and finance. Readers are assumed to have a basic knowledge of S-PLUS and a solid grounding in basic statistics and time series concepts.

This Second Edition is updated to cover S+FinMetrics 2.0 and includes new chapters on copulas, nonlinear regime switching models, continuous-time financial models, generalized method of moments, semi-nonparametric conditional density models, and the efficient method of moments.

Eric Zivot is an associate professor and Gary Waterman Distinguished Scholar in the Economics Department, and adjunct associate professor of finance in the Business School at the University of Washington. He regularly teaches courses on econometric theory, financial econometrics and time series econometrics, and is the recipient of the Henry T. Buechel Award for Outstanding Teaching. He is an associate editor of Studies in Nonlinear Dynamics and Econometrics. He has published papers in the leading econometrics journals, including Econometrica, Econometric Theory, the Journal of Business and Economic Statistics, Journal of Econometrics, and the Review of Economics and Statistics.

Jiahui Wang is an employee of Ronin Capital LLC. He received a Ph.D. in Economics from the University of Washington in 1997. He has published in lea


http://w14.easy-share.com/6028531.html

او

http://www.icefile.com/index.php?page=main&id=4f41e2254&name=0005.rar

او

http://rapidshare.com/files/58651334/0005.rar


----------------------------------------------


Analysis of Financial Time Series 2nd edition by Ruey S. Tsay (Author)

http://pixhost.eu/avaxhome/avaxhome/2007-05-23/0471690740.jpg

Publisher: Wiley-Interscience; 2 edition (August 30, 2005) | ISBN-10: 0471690740 | PDF | 4 Mb | 640 pages


Gain the statistical tools and techniques you need to understand today's financial markets with the Second Edition of this critically acclaimed book. Youll find a comprehensive and systematic introduction to financial econometric models and their applications in modeling and predicting financial time series data. This edition continues to emphasize empirical financial data and focuses on real-world examples. Youll master key aspects of financial time series, including volatility modeling, neural network applications, market microstructure and high-frequency financial data, continuous-time models and Ito's Lemma, Value at Risk, multiple returns analysis, financial factor models, and econometric modeling via computation-intensive methods.
This is an ideal textbook for MBA students and a key reference for researchers and professionals in business and finance. Order your copy today.


http://rapidshare.com/files/32875739/ebc_isbn0471690740.rar

[adelbakouch]

شكرا لك يا اخى على ما قمت لى بتلبية طلبى واسف اننى لم اضع الموضوع فى مكانه الصحيح

[KING_COMPUTER]

اهلا وسهلا بك اخي والله يسهلك امورك

[SAEED1979]

جزاك الله كل خير اخوي خالد وما قصرت ...
- نقل للمنتدى الصحيح -