This course is aimed at those who want to broaden and deepen their knowledge in statistical signal processing and expand their toolkit with more advanced techniques. The course lies on the border between statistics and signal processing and builds on the classical non-parametric methods that are well-known and taught in courses like Stationary stochastic processes or Optimal signal processing. Since these methods are not always sufficient we need more advanced techniques in many application areas, e.g. communication or medicine. Hence, the course covers more statistically robust methods that have become increasingly used in recent years, e.g. time-frequency analysis, which is a modern method for analysis of non-stationary signals and processes. The research in this area has expanded during the last 20 years, making this a commonly used tool. Many applications will be presented in the course and the participants will work with real world data.