zbMATH — the first resource for mathematics

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.
Reviewer: P.Stoica

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