在FRM Part1中的《2._Quantitative_Analysis》中,有提及:
The Slutsky-Yule framework was modernized, extended, and made part of an innovative and operational modeling and forecasting paradigm in a more recent classic, a 1970 book by Box and Jenkins, the latest edition of which is Box.Jenkins, and Reinsel (1994).
我谷歌了一下,就是这本书,感谢LZ分享~