| Backward Cusum For Testing And Monitoring Structural Change With An Application To Covid-19 Pandemic Data S Otto, J Breitung Econometric Theory 39 (4), 659-692, 2023 | 17 | 2023 |
| Unit root testing with slowly varying trends S Otto Journal of Time Series Analysis 42, 85–106, 2021 | 6 | 2021 |
| Backward CUSUM for testing and monitoring structural change S Otto, J Breitung arXiv preprint arXiv:2003.02682, 2020 | 5 | 2020 |
| Testing and dating structural changes in copula-based dependence measures F Stark, S Otto Journal of Applied Statistics 49 (5), 1121-1139, 2022 | 4 | 2022 |
| Approximate Factor Models for Functional Time Series S Otto, N Salish arXiv preprint arXiv:2201.02532, 2022 | 4 | 2022 |
| A dynamic functional factor model for yield curves: identification, estimation S Otto, N Salish https://wisostat.uni-koeln.de/sites/statistik/pdf/ottosalish2019.pdf, 2019 | 2 | 2019 |
| Three Essays on Structural Stability of Time Series Models S Otto Universitäts-und Stadtbibliothek Köln, 2019 | 1 | 2019 |
| Functional Factor Regression with an Application to Electricity Price Curve Modeling S Otto, L Winter arXiv preprint arXiv:2503.12611, 2025 | | 2025 |
Jörg BreitungUniversity of CologneBestätigte E-Mail-Adresse bei statistik.uni-koeln.de
