Linear models for multivariate time series, and spatial data.

*(English)*Zbl 0717.62079
Springer Texts in Statistics. New York etc.: Springer-Verlag. xii, 317 p. DM 74.00/ hbk (1991).

This book is a companion volume to the author’s preceding one, “Plane answers to complex questions. The theory of linear models” (1987; Zbl 0645.62076). It consists of six chapters which provide introductions to the following topics related to linear model theory: Multivariate linear models (Chap. 1); Discriminant analysis and Allocation problems (Chap. 2); Principal components and Factor analysis (Chap. 3); Frequency and time domain analysis of time series (Chaps. 4 and 5); Spatial data analysis using linear models (Chap. 6).

References to numerous results in “Plane answers” are made but otherwise the book is reasonably self-contained. Many exercises are included, which may be useful for the student. The book is well written and succeeds in its main purpose of developing a unified approach to the aforementioned topics, from the perspective of linear models and best linear predictions.

References to numerous results in “Plane answers” are made but otherwise the book is reasonably self-contained. Many exercises are included, which may be useful for the student. The book is well written and succeeds in its main purpose of developing a unified approach to the aforementioned topics, from the perspective of linear models and best linear predictions.

Reviewer: P.Stoica

##### MSC:

62M10 | Time series, auto-correlation, regression, etc. in statistics (GARCH) |

62-01 | Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics |

62M20 | Inference from stochastic processes and prediction |

62H25 | Factor analysis and principal components; correspondence analysis |

62H30 | Classification and discrimination; cluster analysis (statistical aspects) |

62M15 | Inference from stochastic processes and spectral analysis |