An Introduction to Discrete-Valued Time Series

Part IVAppendices

To make this book more self-contained, Appendix A summarizes some basic facts about common types of count distributions, although these facts are also available in many textbooks; some references are provided in Appendix A. Appendix B has been added to this book for the same reason, and is about stochastic processes, including both general properties and brief summaries for specific types, like ARMA and GARCH processes. Appendix B also gives recommendations for textbooks containing more detailed treatments of these topics.

Appendix C, in contrast, is about the models, methods and examples discussed in the main part of this book. It provides an overview of the datasets and the software implementations used for creating this book, the latter written in the language R (R Core Team, 2016). Some general remarks are also given, to help readers interested in translating the code into other programming languages.