ABSTRACT
Discrete-valued temporal data, and specifically count time series, often arise in numerous application areas including business, economics, engineering, and epidemiology, among others. For instance, observations under study can be the number of arrivals to a bank in a given hour, number of shopping trips of households in a week, number of mortgages defaulted from a particular pool in a given month, number of accidents in a given time interval, or the number of deaths from a specific disease in a given year.
