Spectral analysis and time series
M.B. Priestley
- London New York Academic Press 1981
- 2 v. (xvii, [45], 890 p.) ill. 24 cm.
- Probability and mathematical statistics .
Contents: v. 1. Univariate series.-- v. 2. Multivariate series, prediction and control
Time-series analysis Spectral theory (Mathematics)