Modern treatments of spectral estimation

Question

I need to perform and understand parameter estimation on spectra of short random time series.

Kay's "Modern Spectral Estimation: Theory and Application" treats this topic for complex-valued signals. The book is going on 40 years old. This would be fine, except the preface mentions the techniques in its second half were still being developed at time of writing.

Is there a more contemporary treatment, or is the topic so resolved that people stopped writing books on it?

Answer 1

Here are some more recent references covering similar topics to Kay's book:

1. Spectral Analysis for Univariate Time Series by Don Percival and Andrew Walden (2020)
2. Time Series with Mixed Spectra by Ta-Hsin Li (2014)
3. Digital Spectral Analysis by S. Lawrence Marple Jr. (2 ed. 2019). Kay referred to the first edition as a 'complementary text'.
4. Digital Signal Processing and Spectral Analysis for Scientists by Silvia Maria Alessio (2016)