1. Basics of Time Series.- 2. Statistical Inference for Stationary Time Series.- 3. AR Models with Stationary Non-Gaussian Positive Marginals.- 4. AR Models with Stationary Non-Gaussian Real-Valued Marginals.- 5. Some Nonlinear AR-type Models for Non-Gaussian Time series.- 6. Linear Time Series Models with Non-Gaussian Innovations.- 7. Autoregressive-type Time Series of Counts.