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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. (2023). Backward CUSUM for Testing and Monitoring Structural Change with an Application to COVID-19 Pandemic Data. Econometric Theory. 39, 659-692. paper, postprint, R-package

Working Papers

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

PhD Thesis

  • Three Essays on Structural Stability of Time Series Models, (2019), Dissertation, Universität zu Köln. link