  An enormous amount of observations on Cosmic Microwave Background radiation
has been collected in the last decade, and much more data are expected in the
near future from planned or operating satellite missions. These datasets are a
goldmine of information for Cosmology and Theoretical Physics; their efficient
exploitation posits several intriguing challenges from the statistical point of
view. In this paper we review a number of open problems in CMB data analysis
and we present applications to observations from the WMAP mission.
