"This encyclopaedic book covers almost the whole literature on univariate and multivariate long-range dependent (LRD) processes, or long-memory processes or strongly dependent processes. . This volume is then of strong interest for both researchers and teachers familiar with the topic, as it gives an overall, structured and balanced picture of the current state of the art. Readers less familiar with the topic will easily find their way in the vast literature on this issue, and will have their curiosity satisfied." (Gilles Teyssière, Mathematical Reviews, October, 2014)