1. G.E.P. Box, G.M. Jenkins, Time Series Analysis: Forecasting and Control, Revised Edition (Holden-Day, San Francisco, 1976)
2. E.P. Caines, Linear Stochastic Systems (Wiley, New York, 1988)
3. E.J. Hannan, The identification problem for multiple equation systems with moving average errors. Econometrica 39(5), 751–765 (1971). ISSN 00129682, 14680262. http://www.jstor.org/stable/1909577
4. E.J. Hannan, M. Deistler, The Statistical Theory of Linear Systems. Classics in Applied Mathematics (SIAM, Philadelphia, 2012). (Originally published: Wiley, New York, 1988)
5. T. Kailath, Linear Systems (Prentice Hall, Englewood Cliffs, New Jersey, 1980)