type="main" xml:id="jtsa12079-abs-0001"We discuss robust M-estimation of INARCH models for count time series. These models assume the observation at each point in time to follow a Poisson distribution conditionally on the past, with the conditional mean being a linear function of previous...

We study the problem of intervention effects generating various types of outliers in a linear count time-series model. This model belongs to the class of observation-driven models and extends the class of Gaussian linear time-series models within the exponential family framework. Studies about...