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Dr. Sven Otto
Mathematisches Institut der Heinrich-Heine-Universität Düsseldorf
Universitätsstr. 1

Building: 25.13.
Floor/Room: 01.34
D - 40225 Düsseldorf
+49 211 81-12214

Research Interests

  • Functional data analysis
  • Time series analysis
  • Change point analysis
  • Factor models
  • Econometrics


Submitted for publication:

Otto, S and Salish, N. (2022+): Approximate Factor Models for Functional Time Series.

Peer-reviewed journals:
Otto, S. and Breitung, J. (2022+): Backward CUSUM for Testing and Monitoring Structural Change with an Application to COVID-19 Pandemic Data. To appear in: Econometric Theoryhttps://doi.org/10.1017/S0266466622000159

Stark, F. and Otto, S. (2022): Testing and Dating Structural Changes in Copula-based Dependence Measures. Journal of Applied Statistics, 49(5), 1121–1139.

Otto, S. (2021): Unit Root Testing with Slowly Varying Trends. Journal of Time Series Analysis, 42(1), 85-106.


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