Minimum density power divergence estimator for Poisson autoregressive models

The robust estimation for Poisson autoregressive models is studied. As a robust estimator, a minimum density power divergence estimator (MDPDE) is considered. It is shown that under regularity conditions, the MDPDE is strongly consistent and asymptotically normal. Simulation results are provided for illustration. A real data analysis is implemented for the polio incidence data.