To go further
Stoica, P., & Moses, R. L. (2005). Spectral analysis of signals (Vol. 452). Upper Saddle River, NJ: Pearson Prentice Hall.
Lovejoy, S., & Schertzer, D. (2013). The weather and climate: emergent laws and multifractal cascades. Cambridge University Press.
Hamilton, J. D. (1994). Time series analysis (Vol. 2). Princeton: Princeton university press.
Koopmans, L. H. (1995). The spectral analysis of time series. Academic press.
