Publications
- Otto, S. (2020+). Unit Root Testing with Slowly Varying Trends. Forthcoming in: Journal of Time Series Analysis. Working paper, R-Package
Working Papers
- Backward CUSUM for Testing and Monitoring Structural Change (with Jörg Breitung). R-Package
- A Dynamic Functional Factor Model for Yield Curves: Identification, Estimation, and Prediction (with Nazarii Salish)
- Testing and Dating Structural Changes in Copula-based Dependence Measures (with Florian Stark)
PhD Thesis
- Otto, S. (2019). Three Essays on Structural Stability of Time Series Models. Dissertation, Universität zu Köln