Start with high-confidence time series analysis books, then narrow by subgenre or adjacent topics.
The Theory of Stochastic Processes
D.R. Cox, H.D. Miller
Multivariate Analysis
William R. Dillon, Matthew Goldstein
Applied Regression Modeling
Iain Pardoe
Time Series Modeling of Neuroscience Data
Tohru Ozaki
Time Series Forecasting in Python
Marco Peixeiro
