时间序列分析 汉密尔顿 金融时间序列 米而思

Box and Jekins: time series analysis: forecasting and control, Holden-Day 1976, (Old classic)

James Hamilton, time series Analysis, (New classic)

Introduction to Statistical Time Series, Wayne A. Fuller, Wiley Series in Probability and Statistics, 1996 (more theory-oriented)

Applied Econometric Time Series, Walter Anders, Wiley, 2004 (for economists, not much statistical properties)