After getting my master degree in physics at the Complutense University of Madrid in 2012 I moved to Denmark, where I intended to broaden my statistical education. I was lucky to get the opportunity to work as Research assistant in the Statistics and Probability Theory section at University of Copenhagen. During this year I have worked on a paper, "Perturbation improves estimation in diffusions" in collaboration with Susanne Ditlevsen (University of Copenhagen) and Peter Lansky (Academy of Science of Czech Republic), where we analyze and propose solutions to the problem of strong bias in the estimation of the rate (or time) constant of time-reverting diffusions for small or medium sample sizes. This is an extension of the paper "Only through perturbation can relaxation times be estimated" by Ditlevsen and Lansky, published in Physical Review E in 2012. Furthermore, I followed and passed two graduate courses of the Statistics Master program, namely Stochastic Processes and Inference for Hidden Markov Models, as well as a PhD course in Markov Chain Monte Carlos methods in Statistics, given by Professor Omiros Papaspiliopoulos of Warwick. During this year I have added a solid experience with Data analysis, R and Maple to my knowledge of physics, and it has been an exiting and inspiring time for me. Please, to learn more about me, check out my CV and some of the projects in the files below.