From the reviews: "I appreciate this book as a very welcome and thorough discussion of the actual state-of-the art in the modeling of dependence structures. It provides a large number of motivating examples and applications, rigorous proofs, and valuable intuitions for the willing and mathematically well-trained reader with essential prior knowledge of the mathematical prerequisites of weak dependence ... . It is ... the book to those researchers already aware of the necessity of the methods discussed here." (Harry Haupt, Advances in Statistical Analysis, Vol. 93, 2009) "This book ... provides a detailed description of the notion of weak dependence as well as properties and applications. ... Overall the book is neatly written ... . the book is very rich in its material as it contains earlier works on dependence and ... show a lot of applications of the theory. It also contains a large number of examples and expositions of the idea of weak dependence in models ... which provide good insight." (Dimitris Karlis, Zentralblatt MATH, Vol. 1165, 2009)

• Weak dependence.- Models.- Tools for non causal cases.- Tools for causal cases.- Applications of strong laws of large numbers.- Central Limit theorem.- Donsker Principles.- Law of the iterated logarithm (LIL).- The Empirical process.- Functional estimation.- Spectral estimation.- Econometric applications and resampling.

From the reviews: "I appreciate this book as a very welcome and thorough discussion of the actual state-of-the art in the modeling of dependence structures. It provides a large number of motivating examples and applications, rigorous proofs, and valuable intuitions for the willing and mathematically well-trained reader with essential prior knowledge of the mathematical prerequisites of weak dependence ... . It is ... the book to those researchers already aware of the necessity of the methods discussed here." (Harry Haupt, Advances in Statistical Analysis, Vol. 93, 2009) "This book ... provides a detailed description of the notion of weak dependence as well as properties and applications. ... Overall the book is neatly written ... . the book is very rich in its material as it contains earlier works on dependence and ... show a lot of applications of the theory. It also contains a large number of examples and expositions of the idea of weak dependence in models ... which provide good insight." (Dimitris Karlis, Zentralblatt MATH, Vol. 1165, 2009)

• Weak dependence.- Models.- Tools for non causal cases.- Tools for causal cases.- Applications of strong laws of large numbers.- Central Limit theorem.- Donsker Principles.- Law of the iterated logarithm (LIL).- The Empirical process.- Functional estimation.- Spectral estimation.- Econometric applications and resampling.