Wavelet Analysis:

• Very Illustrative Wavelet Introduction (good graphics)The Engineer's Ultimate Guide to Wavelet Analysis, Robi Polikar
• Very Easy, Analytical and Comprehensive Wavelet Analysis Textbook: (Very good mathematical explanation)Wavelet Methods for Time Series Analysis, Donald B. Percival and Andrew T. Walden, Cambridge University Press (2000) ISBN 0-521-64068-7 (Hardback)

• Good and easy examples are provided in the followingWavelet and Signal Processing, Ian Kaplan
• Step-by-step practical guide to wavelet application (deeper understandings if with more knowledges in wavelet theory) A Practical Guide to Wavelet Analysis, C. Torrence and G.P. Compo, Bulletin of the American Meteorological Society, 79(1998) 61-78

Periodogram:

• A modifcation of classical defination, relability and efficiency studies

Studies in astronomical time series analysis. II, J. D. Scargle, Astrophysical Journal. 263(1982) 835-853