PO
Philipp Otto
stat.MEstat.APecon.EMstat.COq-fin.STstat.MLcs.LGmath.STModel selectionstat.OT
On Valency
published · living versionsW_h3477wg2·v1 · currentpublished
A case study of hybrid statistical models for analyzing spatio-temporal effects in historical map series of Donau-Ries county
with Mireille Fangueng, Frank Thiemann, Monika Sester
1 version
Preprints & journals
36 papers in the corpus · 2011–2026Variable-Projection Sparse Functional Principal Component Analysis: Interpretable Functional Dimensionality Reduction with Applications to Raman Spectral Data2609.17963v1 · Han Ying Lim, Dharini Pathmanathan, Philipp Otto et al.2026 · 0 citationsarXiv
Neighbourhood-Based Generalized Dynamic Principal Components for Spatial Functional Data2609.14986v1 · Dharini Pathmanathan, Teck Xiang Seow, Philipp Otto et al.2026 · 0 citationsarXiv
Learning Volatility Dependence Networks in UK Equity Markets using Penalised Spatiotemporal ARCH Models2608.25588v1 · Elkanah Nyabuto, Philipp Otto2026 · 0 citationsarXiv
Spatiotemporal dynamics of wind-speed volatility2605.07225v1 · Ariane Nidelle Meli Chrisko, Philipp Otto2026 · 0 citationsarXiv
Comparative Analysis of Spatiotemporal Volatility Models: An Empirical Study on Financial Network Series2603.02195v1 · Ariane N. Meli Chrisko, Jessie Li, Philipp Otto et al.2026 · 0 citationsarXiv
Estimation of Spatial and Temporal Autoregressive Effects using LASSO - An Example of Hourly Particulate Matter Concentrations2511.14666v1 · Elkanah Nyabuto, Philipp Otto, Yarema Okhrin2025 · 0 citationsarXiv
Multivariate Low-Rank State-Space Model with SPDE Approach for High-Dimensional Data2509.12825v1 · Jacopo Rodeschini, Lorenzo Tedesco, Francesco Finazzi et al.2025 · 2 citationsarXiv
Forecasting Oil Volatility through Network Models with GARCH-Informed Correlation Weights2507.15046v2 · Faycal Djebari, Kahina Mehidi, Khelifa Mazouz et al.2025 · 0 citationsarXiv
Spatiotemporal Autoregressive Models for Areal Compositional Data2507.14389v2 · Matthias Eckardt, Philipp Otto2025 · 0 citationsarXiv
Spatiotemporal clustering of GHGs emissions in Europe: exploring the role of spatial component2503.11909v1 · Caterina Morelli, Paolo Maranzano, Philipp Otto2025 · 4 citationsarXiv
A Dynamic Spatiotemporal and Network ARCH Model with Common Factors2410.16526v1 · Osman Dogan, Raffaele Mattera, Philipp Otto et al.2024 · 1 citationarXiv
Multidimensional spatiotemporal clustering -- An application to environmental sustainability scores in Europe2405.20191v1 · Caterina Morelli, Simone Boccaletti, Paolo Maranzano et al.2024 · 13 citationsarXiv
A review of regularised estimation methods and cross-validation in spatiotemporal statistics2402.00183v2 · Philipp Otto, Alessandro Fasso, Paolo Maranzano2024 · 19 citationsarXiv
Statistical monitoring of European cross-border physical electricity flows using novel temporal edge network processes2312.16357v1 · Anna Malinovskaya, Rebecca Killick, Kathryn Leeming et al.2023 · 0 citationsarXiv
Dynamic Spatiotemporal ARCH Models: Small and Large Sample Results2312.05898v1 · Philipp Otto, Osman Dogan, Suleyman Tasp\inar2023 · 0 citationsarXiv
A Markov-switching spatio-temporal ARCH model2310.02630v1 · Tzung Hsuen Khoo, Dharini Pathmanathan, Philipp Otto et al.2023 · 2 citationsarXiv
Spatiotemporal modelling of PM concentrations in Lombardy (Italy) -- A comparative study2309.07285v1 · Philipp Otto, Alessandro Fusta Moro, Jacopo Rodeschini et al.2023 · 2 citationsarXiv
Spatial and Spatiotemporal Volatility Models: A Review2308.13061v1 · Philipp Otto, Osman Dogan, Suleyman Tasp\inar et al.2023 · 11 citationsarXiv
Adaptive LASSO estimation for functional hidden dynamic geostatistical models.37362848 · Maranzano, Paolo, Otto, Philipp, Fassò, Alessandro2023 · 21 citationsStochastic environmental research and risk assessment : research journal. 2023:1-23
Network log-ARCH models for forecasting stock market volatility2303.11064v1 · Raffaele Mattera, Philipp Otto2023 · 40 citationsarXiv
Agrimonia: a dataset on livestock, meteorology and air quality in the Lombardy region, Italy.36934159 · Fassò, Alessandro, Rodeschini, Jacopo, Fusta Moro, Alessandro et al.2023 · 35 citationsScientific data. 2023;10(1):143
A Dynamic Spatiotemporal Stochastic Volatility Model with an Application to Environmental Risks2211.03178v1 · Philipp Otto, Osman Dogan, Suleyman Tasp\inar2022 · 8 citationsEconometrics and Statistics 2023
Statistical process monitoring of artificial neural networks2209.07436v2 · Anna Malinovskaya, Pavlo Mozharovskyi, Philipp Otto2022 · 18 citationsTechnometrics, 2023
A Multivariate Spatial and Spatiotemporal ARCH Model2204.12472v1 · Philipp Otto2022 · 5 citationsarXiv
Dynamic Spatiotemporal ARCH Models2202.13856v1 · Philipp Otto, Osman Dogan, Suleyman Tasp\inar2022 · 10 citationsSpatial Economic Analysis 2023
Spatiotemporal variable selection and air quality impact assessment of COVID-19 lockdown.34733604 · Fassò, Alessandro, Maranzano, Paolo, Otto, Philipp2023 · 21 citationsSpatial statistics. 2022;49:100549
Generalized Spatial and Spatiotemporal ARCH Models2106.10477v1 · Philipp Otto, Wolfgang Schmid2021 · 0 citationsStatistical Papers 2022
Online network monitoring.34539309 · Malinovskaya, Anna, Otto, Philipp2022 · 11 citationsStatistical methods & applications. 2021;30(5):1337-1364
A Spatiotemporal Functional Model for Bike-Sharing Systems -- An Example based on the City of Helsinki2012.10746v1 · Andreas Piter, Philipp Otto, Hamza Alkhatib2020 · 17 citationsJournal of the Royal Statistical Society Series A 2022
Statistical learning for change point and anomaly detection in graphs2011.06080v1 · Anna Malinovskaya, Philipp Otto, Torben Peters2020 · 2 citationsarXiv
Estimation of the spatial weighting matrix for regular lattice data -- An adaptive lasso approach with cross-sectional resampling2001.01532v1 · Miryam S. Merk, Philipp Otto2020 · 16 citationsEnvironmetrics 2022
Spatial and Spatiotemporal GARCH Models -- A Unified Approach1908.08320v2 · Philipp Otto, Wolfgang Schmid2019 · 4 citationsarXiv
spGARCH: An R-Package for Spatial and Spatiotemporal ARCH models1812.01871v1 · Philipp Otto2018 · 14 citationsR-Journal 2019
Estimation of the Spatial Weighting Matrix for Spatiotemporal Data under the Presence of Structural Breaks1810.06940v2 · Philipp Otto, Rick Steinert2018 · 18 citationsarXiv
Detection of spatial change points in the mean and covariances of multivariate simultaneous autoregressive models.27374408 · Otto, Philipp, Schmid, Wolfgang2018 · 13 citationsBiometrical journal. Biometrische Zeitschrift. 2016;58(5):1113-37
Small increase in substratum [corrected] pH causes the dieback of one of Europe's most common lichens, Lecanora conizaeoides.21788378 · Hauck, Markus, Otto, Philipp I, Dittrich, Sebastian et al.2011 · 21 citationsAnnals of botany. 2011;108(2):359-66
Career total: 478 works. 36 are in this corpus.
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