Ebook: Time Series: Data Analysis and Theory (Classics in Applied Mathematics, 36)

Brillinger's book gives a thorough and advanced treatment of the frequency domain approach to time series analysis. It is more rigorous and advanced than Bloomfield but is not as easy to read and understand. It is the only text that I know of, to illustrate the power of the complex normal distribution as first suggested by N. Roy Goodman. Besides the interesting and rigorous treatment another nice feature of the book is the data analytic approach to many real time series.