Georg (Lund University, Sweden) Lindgren & Holger (Chalmers University, Goteborg, Sweden) Rootzen 
Stationary Stochastic Processes for Scientists and Engineers [PDF ebook] 

Suitable for a one-semester course, this text teaches students how to use stochastic processes efficiently. Carefully balancing mathematical rigor and ease of exposition, the book provides students with a sufficient understanding of the theory and a practical appreciation of how it is used in real-life situations. Special emphasis is on the interpretation of various statistical models and concepts as well as the types of questions statistical analysis can answer. To enable hands-on practice, MATLAB code is available online.