Estimateur du quasi-maximum de vraisemblance géométrique d'une classe générale de modèles de séries chronologiques à valeurs entières

This note establishes the consistency and the asymptotic normality of the geometric quasi-maximum-likelihood estimate (QMLE) of a general class of integer-valued time series models. In this class, only the conditional mean is specified in a general parametric form. Comparison with the Poisson QMLE on some particular models, with regard to asymptotic relative efficiency, is considered.