Hidden Markov Models, Markov Chains, Markov Switching, Markov Auto Regression, Maximum Likelihood.
process i.e. y_t takes values 0,1,2,…etc. Examples of such processes are the number of motor vehicle accidents per day in New York City, or hourly number of hits on a website. Such processes can be modeled using a Poisson process model. In which case, the Probability Mass Function of a Poisson