Introduction to Time Series and Forecasting
Assuming a knowledge only of basic calculus, matrix algebra, and elementary statistics, this book places emphasis on methods and the analysis of data sets. It covers stationary...
An Introduction to Bispectral Analysis and Bilinear Time Series Models by T.S. Rao
New Introduction to Multiple Time Series Analysis by Helmut Lütkepohl
Introduction to Time Series and Forecasting 2016 by Peter J. Brockwell