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Title: Excellent book!
Review: This is an excellent book; probably the best reference on spectral analysis available. It is written in a clear and pedagogical manner and it contains a host of methods, both "classical" and modern. It is appropriate for undergraduate and graduate students alike; particularly the latter can have great use of the many complements that explain the theory in more depth, and the supplemental information given in the appendices. Also note that extra material, such as Matlab implementations of all discussed methods, is available via the homepage of the book. Playing with this code provides a great help for the understanding of the discussed methods and theory; probably more so than what would be gained from numerical examples, the lack of which some reviewers criticize the book for.Note that this is an extended version of the book "Introduction to Spectral Analysis" by the same authors.
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