Research

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
• Functional Factor Regression with an Application to Electricity Price Curve Modeling (with Luis Winter). preprint, R-package, supplementary website

PhD Thesis

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