Contents. Preface. List of symbols. 1. Statistical models. 2. Data and model reduction. 3. Survey os some basic concepts and techniques. 4. Nuisance parameters and pseudo-likelihoods. 5. Exponential families. 6. Exponential dispersion families and generalized linera models. 7. Group families. 8. Asymptotic methods: introduction and elementary techniques. 9. Asymptotic expansion for statistics. 10. Asymptotic expansions for distributions. 11. Likelihood and higher-order asymptotics. A. Laws of large numbers and central limit theorems. B. Asymptotic distribution of extremes. C. Parametric inference: basic terminology. D. Relations between the frequency-decision and fisherian paradigms.