Observation-driven models provide a flexible framework for modelling time series of counts. They are able to capture a wide range of dependence structures. Many applications in this field of research are concerned with count series whose conditional distribution given past observations and...

Contents -- About the Author -- About the Technical Reviewer -- Introduction -- Stage I: Terminology and Technical Foundations -- Step 1: Thinking in Layers and Aspects -- The Metaphor -- Layers of a Software System -- Application vs. Implementation -- Functional vs. Nonfunctional Aspects --...

Observation-driven models provide a flexible framework for modelling time series of counts. They are able to capture a wide range of dependence structures. Many applications in this field of research are concerned with count series whose conditional distribution given past observations and...

Observation-driven models provide a flexible framework for modelling time series of counts. They are able to capture a wide range of dependence structures. Many applications in this field of research are concerned with count series whose conditional distribution given past observations and...