A course in time series analysis

Univariate time series : autocorrelation, linear prediction, spectrum, and state-space model / G.T. Wilson -- Univariate autoregressive moving-average models / G.C. Tiao -- Model fitting and checking, and the Kalman filter / G.T. Wilson -- Prediction and model selection / D. Pe(c)ła -- Outliers, influential observations, and missing data / D. Pe(c)ła -- Automatic modeling methods for univariate series / V. G(c)đmez and A. Maravall -- Seasonal adjustment and signal extraction time series / V. G(c)đmez and A. Maravall -- Heteroscedastic models / R.S. Tsay -- Nonlinear time series models : testing and applications / R.S. Tsay -- Bayesian time series analysis / R.S. Tsay -- Nonparametric time series analysis : nonparametric regression, locally weighted regression, autoregression, and quantile regression / S. Heiler -- Neural network models / K. Hornik and F. Leisch -- Vector ARMA models / G.C. Tiao -- Cointegration in the VAR model / S. Johansen -- Identification of linear dynamic multiinput/multioutput systems / M. Deistler