The main references

Robert H. Shumway David S. Stoffer
Time Series Analysis and Its Applications 2017 by Springer

Petre Stoica and Randolph Moses
Spectra analysis of signals 2005 by Prentice Hall, Inc.

Sengupta S K.
Fundamentals of statistical signal processing: estimation theory[M]// false. 1998:83-182.

Pole A, Harrison P J.
Applied Bayesian Forecasting and Time Series Analysis[J]. Scientific Computing Associates, 1994, 158.