Front Cover; The Spectral Analysis of Time Series; Copyright Page; Contents; Preface; Acknowledgements; Preface to the Second Edition; Chapter 1. Preliminaries; Chapter 2. Models for Spectral Analysis--The Univariate Case; Chapter 3. Sampling, Aliasing, and Discrete-Time Models; Chapter 4. Linear Filters--General Properties with Applications to Continuous-Time Processes; Chapter 5. Multivariate Spectral Models and Their Applications; Chapter 6. Digital Filters; Chapter 7. Finite Parameter Models, Linear Prediction, and Real-Time Filtering