Count Time Series Models

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Changepoints in times series of counts (2012, methodology): “For a review of the field, we refer to the recent survey by Fokianos (2011).”
Poisson QMLE of Count Time Series Models (2016, unknown): “In view of Fokianos (2012), the INGARCH model admits a weak ARMA representation.”
Count Time Series: A Methodological Review (2021, background): “It can be shown thatE[Xt] = d/(1 − ∑pj=1 bj) and that the autocovariance function of {Xt} has an identical form to that of a classical AR(p) model (Fokianos 2012).”
QUASI‐LIKELIHOOD INFERENCE FOR NEGATIVE BINOMIAL TIME SERIES MODELS (2013, unknown): “When the errors are Poisson distributed, it can be shown that (Fokianos, 2012) EŒYt D EŒ t D d=.1 a1 b1/ and the autocovariance function of the process is given by CovŒYt ; YtCjhj D 8̂̂̂ < ˆ̂̂: 1 .a1 C b1/2 C b21 1 .a1 C b1/2 ; h D 0, b1.”