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Bibliography
Although there
are many good time series textbooks, no one covers the lecture closely. The
alphabetical list below is only a small part of what is available. The most recommended
books for this course are numbers 2, 3, 4 and 10 on this list. However, if
you find some other books on time series which you like you are most welcome
to read them. 1.
Box,
G.E.P. and Jenkins, G.M. (1976). Time
Series Analysis:Forecasting and Control. Revised Edition. Holden Day. 2.
Brockwell,
P.J. and Davis, R.A. (2002). An
Introduction to Time Series and Forecasting. Second Edition. Springer
Text in Statistics.. 3.
Chatfield,
C. (2004). The Analysis of Time Series.
An Introduction. Sixth Edition. Chapman & Hall. 4.
Diggle,
P.J. (2000). Time Series. A
Biostatistical Introduction. 5.
Fuller,
W.A. (1976). Introduction to
Statistical Time Series. Wiley. 6.
Hamilton,
J.D. (1994). Time Series Analysis. 7.
8.
Kendal
and Stuart (1976). The Advanced Theory
of Statistics. Vol. 3, Chapter 46. 9.
Makridakis,
S., Wheelwright, S.C. and McGee V.E. (1983). Forecasting: Methods and Applications. Wiley, 10.
Shumway,
R.H. and Stoffer, D.S. (2000). Time
Series Analysis and Its Applications. Springer Text in Statistics. 