Università Roma Tre

- Introduction to Statistics.
- Parametric Inference.
- Maximum Likelihood Estimation.
- The Method of Moments.
- Parametric Hypothesis Testing.
- Testing Goodness of Fit.
- Regression.
- Bayesian Statistics.
- Principal Component Analysis.
- Autocorrelation Function and Spectrum of Stationary Processes.
- Linear Stationary Models.
- Linear Nonstationary Models.
- Forecasting.
- Model Identification.
- Parameter Estimation.
- Model Diagnostic Checking.
- Transfer Function Models.
- Identification, Fitting, and Checking of Transfer Function Models.
- Intervention Analysis, Outlier Detection, and Missing Values.
- Multivariate Time Series Analysis.

Cox D.R., Donnelly C.A - Principles of Applied Statistics. Cambridge University Press, 2011 – 9781107644458.

Montgomery D.C., Runger G.C. - Applied Statistics and Probability for Engineers. Wiley, 2018 - ISBN: 9781119400363