Empirical experience over the last few decades has shown that standard iid theory or short range dependence time series models do not adequately describe many types of real data in various areas of applications such as geology, astronomy, economics, hydrology, etc. Time series models with long...

In Part I, we consider an interesting problem with many applications. The canonical problem may be stated as follows: in an Euclidean space Rk , n independent observations uniformly distributed in an unknown compact set S are available. We need to estimate the set S . The work is divided into...