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 Changewith an Application to COVID-19 Pandemic Data. Forthcoming in Econometric Theory.paper, postprint, R-package
Working Papers
Dynamic Functional Factor Model for Yield Curves: Identification, Estimation, and Prediction (with Nazarii Salish). preprint, R-package
PhD Thesis
Three Essays on Structural Stability of Time Series Models, (2019), Dissertation, Universität zu Köln. link