Estos son los libros sobre Series de tiempo que me parecen excelentes referencias para aprender:

  • James Durbin, Siem Jan Koopman. Time series Analysis by State Space Methods 2nd edn Oxford University Press, 2012.
  • Raquel Prado, Marco A. R. Ferreira, Mike West. Time Series: Modeling, Computation and Inference 2nd edn CRC Press, 2021.
  • Peter J. Brockwell, Richard A. Davis. Introduction to Time Series and Forecasting 3rd edn Springer, 2016.
  • Robert H. Shumway, David S.Stoffer. Time Series Analysis and Its Applications, with R Examples 5th edn Springer, 2025.