This article studies theory and inference of an observation-driven model for time series of counts. It is assumed that the observations follow a Poisson distribution conditioned on an accompanying intensity process, which is equipped with a two-regime structure according to the magnitude of the...

We present new statistical analyses of data arising from a clinical trial designed to compare two-stage dynamic treatment regimes (DTRs) for advanced prostate cancer. The trial protocol mandated that patients be initially randomized among four chemotherapies, and that those who responded poorly...