Fuller W.A. Introduction to statistical time series

2nd Edition. Wiley series in probability and statistics. A Wiley-Interscience publication, 1996. – 721 p.Moving Average and Autoregressive Processes.
Introduction to Fourier analysis.
Spectral Theory and Filtering.
Some Large Sample Theory.
Estimation of the Mean and Autocorrelations.
The Periodogram, Estimated Spectrum.
Parameter Estimation.
Regression, Trend, and Seasonality.
Unit Root and Explosive Time Series.