Manfred Mudelsee received his diploma in Physics from the University of Heidelberg and his doctoral degree in Geology from the University of Kiel. He was then postdoc in Statistics at the University of Kent at Canterbury, research scientist in Meteorology at the University of Leipzig and visiting scholar in Earth Sciences at Boston University; currently he does climate research at the Alfred Wegener Institute for Polar and Marine Research, Bremerhaven. His science focuses on climate extremes, time series analysis and mathematical simulation methods. He has authored over 50 peer-reviewed articles. In his 2003 Nature paper, Mudelsee introduced the bootstrap method to flood risk analysis. In 2005, he founded the company Climate Risk Analysis.
This is mainly a book on time series concepts illustrated with applications of bootstrapping methods. Stochastic climate theory is mentioned as the rationale for restricting attention to AR(1) models but stochastic climate theory is not described in any detail (though there are references). Outlining the theory in more depth would add to the readers understanding. Fourier methods are menntioned but not developed in much detail.
Overall, much of the material is common to any time series book however the bootstrapping angle is novel and interesting. An interesting omission for a book on climate time series is the lack of an analysis of global warming temperature trends.