Statistics 248 - Some Books

Bloomfield, P. (2000). Fourier Analysis of Time Series: An Introduction. Second Edition. Wiley, New York.

Harvey, A. C. (1989). Forecasting, Structural Time Series Models and the Kalman Filter. Cambridge Press, Cambridge.

Shumway, R. H. and Stoffer, D. S. (2000). Time Series Analysis and Its Applications. Springer.

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