Please refer to the following articles:

• Lo, A.W. and Mackinlay, A.C. A Non-Random Walk Down Wall Street 5th Ed. Princeton University Press, 2002
• Shumway, R. H. (1988). Applied statistical time series analysis. Englewood Cliffs, NJ: Prentice Hall. ISBN0130415006.
• Gershenfeld, N. (1999). The Nature of Mathematical Modeling. New York: Cambridge University Press. pp. 205-208. ISBN0521570956.