Multidimensional Stationary Time Series Dimension Reduction and Prediction.

This article discusses a comprehensive book on the theory of multidimensional stationary time series, focusing on dimension reduction and prediction. The authors cover advanced topics in probability theory, linear algebra, and real and complex analysis. The book explores various tools such as harmonic analysis, abstract algebra, and state space methods. It also delves into the properties of multidimensional, weakly stationary time series and provides insights into dimension reduction and prediction in the time series and frequency domain. The book is aimed at graduate students and researchers studying time series analysis. [Extracted from the article]