The purpose of this book is to give a detailed account of some recent devel- ments in the ?eld of...

This book presents essential tools for modelling non-linear time series. The first part of the bo...

Time series and random ?elds are main topics in modern statistical techniques. They are essential...

Mixing is concerned with the analysis of dependence between sigma-fields defined on the same unde...

This volume collects recent works on weakly dependent, long-memory and multifractal processes and...

Time series research has been an area of considerable research activity over the past several dec...