 | Other books on time series analysis
 | Bloomfield, P. (2000).
Fourier Analysis of Time Series: An Introduction (2nd edition).
John Wiley & Sons, Inc. New York. |
| Box, G. E. P., Jenkins, G.M., and Reinsel, G. C. (1994). Time Series
Analysis: Forecasting and Control (3rd edition). Prentice Hall: Englewood Cliffs, NJ. |
| Chan, N. G. (2002).
Time Series: Applications to Finance. John Wiley & Sons, Inc.
New York. |
| Durban, J. and Koopman, S. J. (2001).
Time Series Analysis by State Space Methods. Oxford University
Press. Oxford. |
| Tsay, R. S. (2005).
Analysis of Financial Time Series. John Wiley & Sons, Inc.
New York. |
| Wei, W. W. S. (1990). Time Series Analysis: Univariate and Multivariate
Methods. Addison-Wesley: Redwood City, CA. |
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