Calibration, the statistical consistency of forecast distributions and observations, is a central requirement for probabilistic predictions. Calibration of continuous forecasts has been widely discussed, and significance tests are commonly used to detect whether a prediction model is...

We present the basic distribution theory of δ-record values, R <Subscript> n,δ </Subscript>, δ≤0, from a sequence of independent and identically distributed random variables from an absolutely continuous parent. We obtain recurrent formulas for the density function of R <Subscript> n,δ </Subscript> and a representation for this random...</subscript></subscript>

In this paper an overview is given over recent theoretical developments in autoregressive count time series. The focus is on generalized autoregressive models where the autoregressive structure is incorporated via a link function. Starting from an ordinary autoregressive model the difficulties...