This chapter provides a brief introduction to several more advanced topics that are unsuitable for detailed study in an introductory text. This gives a flavour of recent developments, and provides references to enable the reader to get further details if desired. Further reviews of many standard and non-standard aspects of time-series analysis, including research developments, are given, for example, by Newbold (1981, 1984, 1988) and in the collections of papers edited by Brillinger et al. (1992, 1993) and by Peña et al. (2001).