A common choice for the marginal distribution of a bivariate count time series is the bivariate Poisson distribution …

We discuss robust estimation of INARCH models for count time series, where each observation conditionally on its past …

even if methods from count time series analysis are used in an adequate manner, the performance of risk forecasting is … measures and count time series models. It becomes clear that Gaussian approximate risk forecasts substantially distort risk … bootstrap approaches for count time series. The relevance and the application of the proposed approaches are illustrated by real …