Regression Models for Time Series Analysis (Wiley Series in Probability and Statistics)

This book covers topics on regression analysis. The book is more meant for mathematicians or people with strong mathematical background rather than common users. It is written in a fashion fit for class textbook. Besides the book covers a good deal of regression models both in time and frequency domain with lots of results and examples. It also discusses issues about complexity of numerical methods. I guess the book is meant more for statisticians and engineers rather than other majors, though the book tries to look more inclusive by resorting to examples of different types. There are also exercises at the end of each chapter, though I never tried to do them. However, the book considers SPLUS as the main coding Software, while most applied people use MATLAB, SAS or Stata for the same exercises.In general, I recommend this book to those with strong math background and those who will take their time to do some self-intuition and reasoning. If you want to use this book for application only, you may find it rather cumbersome.