Reddit reviews Analyzing Neural Time Series Data: Theory and Practice (The MIT Press)
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MIT Press (MA)
The lab I am working in uses ERPs for studying language development. One noteworthy ERP is the N400 in language or semantics.
Given a control stimulus of language that is typical, i.e. shown the sentence "The dog barks", the ERP for that stimulus over the left temporal lobe is expected to be unremarkable. If you throw in an unexpected element to the sentence, i.e. "The dog quacks", you can see an increase in negative potential around 400 ms after the stimulus. The N400 is canonically associated with the participant processing unexpected stimulus.
A good book to read on ERPs and other kinds of EEG work is Analyzing Neural Time Series Data. The author goes into ERPs and Time Frequency Analysis for EEG data. The book is also very approachable from multiple disciplines or levels of understanding.
Really, most of the stuff you will want to know is more about signal analysis.
I would recommend [this book](Analyzing Neural Time Series Data: Theory and Practice (Issues in Clinical and Cognitive Neuropsychology) https://www.amazon.com/dp/0262019876/ref=cm_sw_r_awd_Sy4CwbDENCGB6). This book is amazing and understandable. It's worth its weight in gold. It will give you a MUCH more complete understanding of how time series analysis works, and show you a lot of things you might never have thought to try but will find extremely valuable. It will also provides a thorough introduction to hope to program your own analyses in MatLab.