+−⟲ Time Series (Latent Process) Generalised Linear Models(GLM) Poisson → Count DataBinomial → Binary/logical {0/1} Gamma → Positive Continuous Normal → Continuous/Ordinary Exponential Family(EF) Asymptotic Normality Circular Data von-Mises Distribution Obs. independent Introduce latentdependence Davis & Wu (2009) Additive latent effect on linear predictorone-parameter EF Introduce latentdependence - stationary- strongly mixing possible extension? Link: Barreto-Souza & Chan (2026) Multiplicative latent effect on conditional meanbi-parameter EF - Log-normal AR(1)- Gamma AR(1)- Squared ARCH(1). Estimate: Forecasting Replace