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MATH5802M
Time Series and Spectral Analysis Reading List

Time Series and Spectral Analysis, 2019/20, Semester 1
Dr Haiyan Liu
h.liu1@leeds.ac.uk
Tutor information is taken from the Module Catalogue

C. Chatfield,  The analysis of time series: an introduction, 6th Edition, Chapman and Hall, 2004.

P.J. Brockwell and R.A. Davis,  Introduction to time series and forecasting, Springer, 2002.

P. Bloomfield,  Fourier analysis of time series: an introduction, Wiley 2000.

This list was last updated on 30/09/2019