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Spectral analysis and time series. Volume 1: Univariate series. Volume 2: Multivariate series, prediction and control. Reprinted with corrections. (English) Zbl 0744.62130
Probability and Mathematical Statistics. London etc.: Academic Press Inc., Harcourt Brace Jovanovich. xviii, 890 p., xli p. (1991).
See the review of the first edition from 1981, Zbl 0537.62075.

MSC:
62M15 Inference from stochastic processes and spectral analysis
62-02 Research exposition (monographs, survey articles) pertaining to statistics
62M20 Inference from stochastic processes and prediction
62M10 Time series, auto-correlation, regression, etc. in statistics (GARCH)
62-01 Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics
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