Introduction to Statistical Signal Processing There is a postdoc in my lab whose specialty is "statistical signal processing". He has a PhD in Electrical Engineering and he analyzes the neural data collected.

I am wondering what courses/topics I should start studying to follow in his footsteps. I'm not exactly looking for things like statistics and signal processing, I've had basic classes in both but still find it hard to understand his work.
Sometimes there are courses entitled 'statistical signal processing', that's a good place to start :-)   If your university doesn't have this, try looking for 'detection and estimation', or 'advanced signal processing'.  If you don't have a university handy, you could try http://ocw.mit.edu/courses/electrical-engineering-and-computer-science/6-432-stochastic-processes-detection-and-estimation-spring-2004/

Much statistical signal processing is linear, so you should learn as much linear algebra as you can. Stocastic processes is a foundational course.  Control theory shares much with SSP, and would be very useful.  

This should be enough for a start :-)