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  1. 1
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    Time series: theory and methods by Brockwell, Peter J, Davis, Richard A

    Published 1991
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  2. 2
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    Estimation in conditionally heteroscedastic time series models by Straumann, Daniel

    Published 2005
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  3. 3
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    A course in time series analysis by Peña, Daniel, Tiao, George C, Tsay, Ruey S

    Published 2001
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  4. 4
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    Time series: theory and methods by Brockwell, Peter J, Davis, Richard A

    Published 2006
    Book

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