Explores constructing confidence regions, inverting hypothesis tests, and the pivotal method, emphasizing the importance of likelihood methods in statistical inference.
Covers Likelihood Ratio Tests, their optimality, and extensions in hypothesis testing, including Wilks' Theorem and the relationship with Confidence Intervals.
Covers model selection, diagnostics, and forecasting in time series analysis, emphasizing the challenges of determining the model order based on autocorrelation and partial autocorrelation functions.