Empirical Process Techniques for Dependent Data

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Focusing on empirical process techniques, this work addresses the modeling of dependence structures in various data sets, particularly in finance, insurance, and telecommunications. It provides a comprehensive introduction to the theory surrounding dependent data, compiling recent advancements scattered across the literature. Key features include expert surveys on applications like spectral analysis, bootstrapping for stationary sequences, and extreme value theory. This book serves as both an introductory text and a valuable reference for students and professionals in statistics and applied probability.