时间序列 经典书目推荐by金阳老师

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1、TimeSeriesAnalysis:Forecasting&Control(3rdEdition)1994GeorgeE.P.Box,GwilymM.Jenkins,GregoryC.ReinselTimeSeries:TheoryandMethods(2ndedition)1998PeterJ.Brockwell,RichardA.DavisTimeSeriesAnalysis1994JamesDouglasHamilton====================================

2、===================Non-LinearTimeSeries:ADynamicalSystemApproach1990HowellTong(汤家豪)非线性时间序列分析1998安鸿志，陈敏上海科学技术出版社NonlinearTimeSeries:NonparametricandParametricMethods2003JianqingFan,QiweiYao====================================================AnalysisofFi

3、nancialTimeSeries(2ndedition)2005RueyS.Tsay（蔡瑞胸）