“…Let ( be an unknown "true" parameter, and consider a measurable positive real‐valued function . A general class of count time series models, as proposed by Ahmad and Francq (), is given through an observable integer‐valued stochastic process , which is defined on with conditional expectation specified as follows: where is the σ ‐algebra generated by . Without any constraints on (2.1), any discrete‐time stochastic process satisfies (2.1).…”