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About me

Welcome! I am a postdoctoral researcher at the Heinrich Heine University Düsseldorf. My research is in the field of econometric theory and statistics and focuses on time series econometrics and functional data analysis.

Here are my CV and my university page.

Current working papers

  • Approximate Factor Models for Functional Time Series (with Narazii Salish). preprint, R-package

Published and forthcoming papers

  • Otto, S. (2021). Unit Root Testing with Slowly Varying Trends. Journal of Time Series Analysis. 42, 85-106. paper, postprint, R-package
  • Stark, F. and Otto, S. (2022). Testing and Dating Structural Changes in Copula-based Dependence Measures. Journal of Applied Statistics. 49, 1121-1139. paper, postprint
  • Otto, S. and Breitung. J. Backward CUSUM for Testing and Monitoring Structural Change with an Application to COVID-19 Pandemic Data. Forthcoming in Econometric Theory. paper, postprint, R-package

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