The analysis of time series : an introduction /
C. Chatfield.
- 4th ed.
- London : Chapman and Hall, 1989.
- xii, 241 p. : ill. ; 24 cm. + hbk.
Includes bibliographical references (pages 222-228) and indexes.
Introduction -- Simple descriptive techniques -- Probability models for time series -- Estimation in the time domain -- Forecasting -- Stationary processes in the frequency domain -- Spectral analysis -- Bivariate processes -- Linear systems -- State-space models and the Kalman filter -- Some other topics.