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Allowing for time and cross dependence assumptions between claim counts in ratemaking models
Bermúdez, Lluís, (2018)
Are apparent findings of nonlinearity due to structural instability in economic time series?
Koop, Gary, (1999)
On the dynamic interdependence of international stock markets : a Swiss perspective
Isakov, Dušan, (1999)
Seasonality in continuous time models
Chambers, Marcus J., (1995)
The estimation of systems of joint differential-difference equations
Gaussian estimation of temporally aggregated cointegrated systems
Chambers, Marcus J., (1998)