P.J. Brockwell and R.A. Davis, Time Series: Theory and Methods,
Springer Series in Statistics (1986).

C. Chatfield
The Analysis of Time Series: Theory and Practice, Chapman and Hall
(1975). Good general introduction,
especially for those completely new to time series.

P.J. Diggle, Time Series: A Biostatistical Introduction,
Oxford University Press (1990).

Kendall, M.
Time Series,
Charles Griffin (1976).

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