I am reading "Time Series, Data Analysis and Theory" by David R. Brillinger.
I am sorry but it seems to me that the book is quite sketchy and loose about notations. For example in the first chapter $c_{aa}$ is defined separately from $c_{ab}$ and there is no statement about why $c_{a,b(b=a)}=c_{a,a}$(for example when time indices are different it completely depends on whether we discuss about stationary processes or not) and also no clarification if we are in the domain of stationary signals or not. Is there any reference that is rigour(I am a math student and this matters a lot) and well-written(comparatively) on the subject?
The time series books by Brockwell & Davis are well known. They also have an introductory and more advanced book, so you can choose the one better suited to your level.