• 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.
https://arxiv.org/abs/2201.02532

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 Theory.  https://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.
https://doi.org/10.1080/02664763.2020.1850655

Otto, S. (2021): Unit Root Testing with Slowly Varying Trends. Journal of Time Series Analysis, 42(1), 85-106.
https://doi.org/10.1111/jtsa.12557