With the technical advances in neuroscience experiments in the past few decades, we have seen a massive expansion in our ability to record neural activity. These advances enable neuroscientists to analyze more complex neural coding and communication properties, and at the same time, raise new challenges for analyzing neural spiking data, which keeps growing in scale, dimension, and complexity. This thesis proposes several new statistical methods that advance statistical analysis approaches for neural spiking data, including sequential Monte Carlo (SMC) methods for efficient estimation of neural dynamics from membrane potential threshold crossings, state-space models using multimodal observation processes, and goodness-of-fit analysis methods for neural marked point process models. In a first project, we derive a set of iterative formulas that enable us to simulate trajectories from stochastic, dynamic neural spiking models that are consistent with a set of spike time observations. We develop a SMC method to simultaneously estimate the parameters of the model and the unobserved dynamic variables from spike train data. We investigate the performance of this approach on a leaky integrate-and-fire model. In another project, we define a semi-latent state-space model to estimate information related to the phenomenon of hippocampal replay. Replay is a recently discovered phenomenon where patterns of hippocampal spiking activity that typically occur during exploration of an environment are reactivated when an animal is at rest. This reactivation is accompanied by high frequency oscillations in hippocampal local field potentials. However, methods to define replay mathematically remain undeveloped. In this project, we construct a novel state-space model that enables us to identify whether replay is occurring, and if so to estimate the movement trajectories consistent with the observed neural activity, and to categorize the content of each event. The state-space model integrates information from the spiking activity from the hippocampal population, the rhythms in the local field potential, and the rat's movement behavior. Finally, we develop a new, general time-rescaling theorem for marked point processes, and use this to develop a general goodness-of-fit framework for neural population spiking models. We investigate this approach through simulation and a real data application.