We propose an overview of the notions of dependence in this chapter, good references are Doukhan et al. (Theory and applications of long-range dependence. Birkhaüser, Boston, 2002b) for long-range dependence, and Doukhan (Mixing: properties and examples. Lecture notes in statistics. Springer, New York, 1994) and Dedecker et al. (Weak dependence: with examples and applications. Lecture notes in statistics. Springer, New York, 2007) for weak-dependence.