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I am going to start my PhD in Statistics next fall and I am currently studying some math (in part because I don't want to stay too much time without studying something and in part to be sure that I won't struggle with my courses in the first semesters).

I covered almost all Stephen Abbott "Understanding Analysis" and then I moved forward to "Principles of Mathematical Analysis" by Walter Rudin and "measures integrals and martingales" by ‎Schilling.

The fact is that besides Abbott's book the others are pretty big books, with hundred of pages and covering a wide sprectrum of topics and I am not really sure which chapters in particular I should study.

For those who have some experience with these (or similar) books, could you give me some brief idea on which topic I should put more attention?

Thanks in advance.

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    $\begingroup$ 0. Congrats on your dedication. 1. What are of Statistics you like? (Generally) 2. Depending on where you aim to study, a PhD supervisor at this point is a very crucial or very immaterial choice. eg. In UK PhD students work directly with a supervisor. If person X has no relation to the research interests of supervisor Y then X's chances are hindered when it comes to getting a PhD in collaboration with Y. Greece is effectively the same. In USA, you effectively have at least a year if not two to declare/find a supervisor as you are taking graduate classes. 3. How is our Lin. Algebra? $\endgroup$
    – usεr11852
    Aug 22, 2019 at 15:42
  • $\begingroup$ thanks for your rapid response, I am particularly interested in Time Series analysis, filtering and non linear regression. I am going to study in Italy, and as in USA , during the first year and a half (more or less) I will be following graduate courses- That being said, the fact is that I am an economist and I am somehow worried that my "quantitative" knowledge might be lower that the standard. $\endgroup$
    – Chaos
    Aug 22, 2019 at 15:48
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    $\begingroup$ Hmm.. I can see how this will lead to a discussion. Maybe you try to present this in the Ten Fold chat? $\endgroup$
    – usεr11852
    Aug 22, 2019 at 15:51
  • $\begingroup$ Since you seem to have a strong math background, I recommend you to study basic CS theories (Algorithm and database). Also, if you are interested in ML, element of statistical learning is a good starting point. $\endgroup$
    – JaeHyeok Shin
    Aug 22, 2019 at 15:57
  • $\begingroup$ Congrats on your choice to go into a Stats PhD! The above advice is pretty great. I would only add to that I would also try to identify areas you feel weak and work on those. Intro statistics courses will be math heavy, so if you feel your calculus/analysis needs brushing up - then revisiting that would be worth it. $\endgroup$
    – Samir Rachid Zaim
    Aug 22, 2019 at 18:30

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