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Philipp Otto
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Year
Generalised spatial and spatiotemporal autoregressive conditional heteroscedasticity
P Otto, W Schmid, R Garthoff
Spatial Statistics 26, 125-145, 2018
522018
Spatiotemporal variable selection and air quality impact assessment of COVID-19 lockdown
A Fassò, P Maranzano, P Otto
Spatial Statistics 49, 100549, 2022
192022
Spatiotemporal analysis of German real-estate prices
P Otto, W Schmid
The Annals of Regional Science 60 (1), 41-72, 2018
172018
Estimation of the spatial weighting matrix for spatiotemporal data under the presence of structural breaks
P Otto, R Steinert
Journal of Computational and Graphical Statistics 32 (2), 696-711, 2023
152023
Stochastic properties of spatial and spatiotemporal ARCH models
P Otto, W Schmid, R Garthoff
Statistical Papers 62 (2), 623-638, 2021
152021
Control charts for multivariate spatial autoregressive models
R Garthoff, P Otto
AStA Advances in Statistical Analysis 101, 67-94, 2017
152017
Agrimonia: a dataset on livestock, meteorology and air quality in the Lombardy region, Italy
A Fassò, J Rodeschini, AF Moro, Q Shaboviq, P Maranzano, M Cameletti, ...
Scientific Data 10 (1), 143, 2023
112023
spGARCH: An R-package for spatial and spatiotemporal ARCH models
P Otto
arXiv preprint arXiv:1812.01871, 2018
112018
Adaptive LASSO estimation for functional hidden dynamic geostatistical models
P Maranzano, P Otto, A Fassò
Stochastic Environmental Research and Risk Assessment 37 (9), 3615-3637, 2023
102023
Estimation of the spatial weighting matrix for regular lattice data--An adaptive lasso approach with cross-sectional resampling
MS Merk, P Otto
Environmetrics, 2021
102021
Estimation of Anisotropic, Time‐Varying Spatial Spillovers of Fine Particulate Matter Due to Wind Direction
MS Merk, P Otto
Geographical Analysis 52 (2), 254-277, 2020
102020
Spatial and Spatiotemporal GARCH Models--A Unified Approach
P Otto, W Schmid
arXiv preprint arXiv:1908.08320, 2019
102019
Detection of spatial change points in the mean and covariances of multivariate simultaneous autoregressive models
P Otto, W Schmid
Biometrical Journal 58 (5), 1113-1137, 2016
102016
Directional spatial autoregressive dependence in the conditional first-and second-order moments
MS Merk, P Otto
Spatial Statistics 41, 100490, 2021
92021
Online network monitoring
A Malinovskaya, P Otto
Statistical Methods & Applications 30 (5), 1337-1364, 2021
82021
A general framework for spatial GARCH models
P Otto, W Schmid
Statistical papers 64 (5), 1721-1747, 2023
72023
The Helsinki bike-sharing system—Insights gained from a spatiotemporal functional model
A Piter, P Otto, H Alkhatib
Journal of the Royal Statistical Society Series A: Statistics in Society 185 …, 2022
62022
Spatial GARCH models for unknown spatial locations–an application to financial stock returns
MJ Fülle, P Otto
Spatial Economic Analysis 19 (1), 92-105, 2024
52024
Dynamic spatiotemporal ARCH models
P Otto, O Doğan, S Taşpınar
Spatial economic analysis, 1-22, 2023
52023
Statistical analysis of beach profiles–A spatiotemporal functional approach
P Otto, A Piter, R Gijsman
Coastal engineering 170, 103999, 2021
52021
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