Is there a good reference (book if exists) about mathematical statistics of dependent random variables? Something along the lines of Casella and Berger's textbook, but for dependent samples.
I'm not interested in a specific application, just theory, of course assuming independence sometimes seems to be good enough, but a lot of of algorithms in machine learning assume iid samples, however i would like to pose what if the data is not independent what is the body of theory for this?, or whether there is such a book or resource ever written about this.
