What is a good book for multivariate stochastic processes? I'm looking for a good book that introduces (preferred without measure-theoretic proofs though that may have to do) multivariate stochastic processes. So suppose you have $\{\mathbf{X}_n : n \in \mathbb{Z}_0^\infty\}$ where $\mathbf{X}_n \in \Re^k$ or $\in \mathfrak{C}^k$. I want a book that discusses things like power spectrums, optimal linear prediction, transfer of a power spectrum through a linear system (with a matrix transfer function), etc. in the context of this vector-valued stochastic process.
Every reference I check in the library or find online is for scalar stochastic processes mostly.

Spectral Analysis and Its Applications 1968 by G. M. Jenkins and D. G. Watts has all the information I requested. Looks like works from the 60s can often trump tons others from 2000s.
