Number of items: 48.
2025
Colombo, Pietro, Mattera, Raffaele and Otto, Philipp
ORCID: https://orcid.org/0000-0002-9796-6682
(2025)
Simple yet effective: a comparative study of statistical models for yearly hurricane forecasting.
Environmetrics, 36(3),
e70009.
(doi: 10.1002/env.70009)
Otto, Philipp
ORCID: https://orcid.org/0000-0002-9796-6682
(2025)
Discussion on “Assessing predictability of environmental time series with statistical and machine learning models” by Bonas et al.
Environmetrics, 36(2),
e2898.
(doi: 10.1002/env.2898)
2024
Otto, Philipp
ORCID: https://orcid.org/0000-0002-9796-6682, Fasso, Alessandro and Maranzano, Paolo
(2024)
A review of regularised estimation methods and cross-validation in spatiotemporal statistics.
Statistics Surveys, 18,
pp. 299-340.
(doi: 10.1214/24-SS150)
Belbe, Ștefana, Moldovan, Darie, Andrieș, Alin Marius, Otto, Philipp
ORCID: https://orcid.org/0000-0002-9796-6682 and Mare, Codruța
(2024)
Evaluation of the space-time effects of Covid-19 on household loans and savings in Romania - A spatial panel data approach at county level.
Emerging Markets Review, 63,
101209.
(doi: 10.1016/j.ememar.2024.101209)
Dorau, Kristof, Rückamp, Daniel, Weber, Christian, Scheeder, Georg, Reßing, Ronja, Peth, Stephan, Otto, Philipp
ORCID: https://orcid.org/0000-0002-9796-6682, Altmann, Korinna, Fries, Elke and Hoppe, Martin
(2024)
Characterization and spatial distribution of mesoplastics in an arable soil.
European Journal of Soil Science, 75(6),
e70016.
(doi: 10.1111/ejss.70016)
Knoth, Sven, Okhrin, Yarema and Otto, Philipp
ORCID: https://orcid.org/0000-0002-9796-6682 (Eds.)
(2024)
Advanced Statistical Methods in Process Monitoring, Finance, and Environmental Science: Essays in Honour of Wolfgang Schmid.
Springer: Cham.
ISBN 9783031691102
(In Press)
Mattera, Raffaele and Otto, Philipp
ORCID: https://orcid.org/0000-0002-9796-6682
(2024)
Network log-ARCH models for forecasting stock market volatility.
International Journal of Forecasting, 40(4),
pp. 1539-1555.
(doi: 10.1016/j.ijforecast.2024.01.002)
Khoo, Tzung Hsuen, Pathmanathan, Dharini, Otto, Philipp
ORCID: https://orcid.org/0000-0002-9796-6682 and Dabo‐Niang, Sophie
(2024)
A Markov‐switching spatio‐temporal ARCH model.
Stat, 13(3),
e713.
(doi: 10.1002/sta4.713)
Otto, Philipp
ORCID: https://orcid.org/0000-0002-9796-6682, Doğan, Osman, Taspinar, Suleyman, Schmid, Wolfgang and Bera, Anil
(2024)
Spatial and spatiotemporal volatility models: a review.
Journal of Economic Surveys,
(doi: 10.1111/joes.12643)
(Early Online Publication)
Otto, Philipp
ORCID: https://orcid.org/0000-0002-9796-6682
(2024)
A multivariate spatial and spatiotemporal ARCH model.
Spatial Statistics, 60,
100823.
(doi: 10.1016/j.spasta.2024.100823)
Mohammadi, Reza, Taleai, Mohammad, Otto, Philipp
ORCID: https://orcid.org/0000-0002-9796-6682 and Sester, Monika
(2024)
Analyzing urban crash incidents: an advanced endogenous approach using
spatiotemporal weights matrix.
Transactions in GIS, 28(2),
pp. 368-410.
(doi: 10.1111/tgis.13138)
Otto, Philipp
ORCID: https://orcid.org/0000-0002-9796-6682, Doğan, Osman and Taşpınar, Süleyman
(2024)
Dynamic spatiotemporal ARCH models.
Spatial Economic Analysis, 19(2),
pp. 250-271.
(doi: 10.1080/17421772.2023.2254817)
Otto, Philipp
ORCID: https://orcid.org/0000-0002-9796-6682, Fusta Moro, Alessandro, Rodeschini, Jacopo, Shaboviq, Qendrim, Ignaccolo, Rosaria, Golini, Natalia, Cameletti, Michela, Maranzano, Paolo, Finazzi, Francesco and Fassò, Alessandro
(2024)
Spatiotemporal modelling of PM2.5 concentrations in Lombardy (Italy): a comparative study.
Environmental and Ecological Statistics,
(doi: 10.1007/s10651-023-00589-0)
(Early Online Publication)
Malinovskaya, Anna, Mozharovskyi, Pavlo and Otto, Philipp
ORCID: https://orcid.org/0000-0002-9796-6682
(2024)
Statistical process monitoring of artificial neural networks.
Technometrics, 66(1),
pp. 104-117.
(doi: 10.1080/00401706.2023.2239886)
Fülle, Markus J. and Otto, Philipp
ORCID: https://orcid.org/0000-0002-9796-6682
(2024)
Spatial GARCH models for unknown spatial locations – an application to financial stock returns.
Spatial Economic Analysis, 19(1),
pp. 92-105.
(doi: 10.1080/17421772.2023.2237067)
2023
Otto, Philipp
ORCID: https://orcid.org/0000-0002-9796-6682, Doğan, Osman and Taşpınar, Süleyman
(2023)
A dynamic spatiotemporal stochastic volatility model with an application to environmental risks.
Econometrics and Statistics,
(doi: 10.1016/j.ecosta.2023.11.002)
(In Press)
Otto, Philipp
ORCID: https://orcid.org/0000-0002-9796-6682 and Steinert, Rick
(2023)
Estimation of the spatial weighting matrix for spatiotemporal data under the presence of structural breaks.
Journal of Computational and Graphical Statistics, 32(2),
pp. 696-711.
(doi: 10.1080/10618600.2022.2107530)
Fassò, Alessandro, Rodeschini, Jacopo, Fusta Moro, Alessandro, Shaboviq, Qendrim, Maranzano, Paolo, Cameletti, Michela, Finazzi, Francesco, Golini, Natalia, Ignaccolo, Rosaria and Otto, Philipp
ORCID: https://orcid.org/0000-0002-9796-6682
(2023)
Agrimonia: a dataset on livestock, meteorology and air quality in the Lombardy region, Italy.
Scientific Data, 10(1),
143.
(doi: 10.1038/s41597-023-02034-0)
(PMID:36934159)
(PMCID:PMC10024000)
Harke, Franz and Otto, Philipp
ORCID: https://orcid.org/0000-0002-9796-6682
(2023)
Solar self-sufficient households as a driving factor for sustainability transformation.
Sustainability, 15(3),
2734.
(doi: 10.3390/su15032734)
Otto, Philipp
ORCID: https://orcid.org/0000-0002-9796-6682 and Otto, Philip
(2023)
What’s in a name?
Significance, 20(1),
pp. 34-37.
(doi: 10.1093/jrssig/qmad010)
2022
Garthoff, Robert and Otto, Philipp
ORCID: https://orcid.org/0000-0002-9796-6682
(2022)
Spatiotemporal procedures for the statistical surveillance of spatial autoregressive models with heavy tails.
Communications in Statistics: Simulation and Computation, 51(10),
pp. 5709-5737.
(doi: 10.1080/03610918.2020.1779294)
Otto, Philipp
ORCID: https://orcid.org/0000-0002-9796-6682 and Schmid, Wolfgang
(2022)
A general framework for spatial GARCH models.
Statistical Papers,
(doi: 10.1007/s00362-022-01357-1)
(Early Online Publication)
Otto, Philipp and Otto, Philipp
ORCID: https://orcid.org/0000-0002-9796-6682
(2022)
Impact of academic authorship characteristics on article citations.
Revstat Statistical Journal, 20(4),
pp. 427-447.
(doi: 10.57805/revstat.v20i4.382)
Harke, Franz H., Merk, Miryam S. and Otto, Philipp
ORCID: https://orcid.org/0000-0002-9796-6682
(2022)
Estimation of Asymmetric Spatial Autoregressive Dependence on Irregular Lattices.
Symmetry, 14(7),
1474.
(doi: 10.3390/sym14071474)
Piter, Andreas, Otto, Philipp
ORCID: https://orcid.org/0000-0002-9796-6682 and Alkhatib, Hamza
(2022)
The Helsinki bike‐sharing system—Insights gained from a spatiotemporal functional model.
Journal of the Royal Statistical Society: Series A (Statistics in Society), 185(3),
pp. 1294-1318.
(doi: 10.1111/rssa.12834)
Fassò, Alessandro, Maranzano, Paolo and Otto, Philipp
ORCID: https://orcid.org/0000-0002-9796-6682
(2022)
Spatiotemporal variable selection and air quality impact assessment of COVID-19 lockdown.
Spatial Statistics, 49,
100549.
(doi: 10.1016/j.spasta.2021.100549)
Merk, Miryam S. and Otto, Philipp
ORCID: https://orcid.org/0000-0002-9796-6682
(2022)
Estimation of the spatial weighting matrix for regular lattice data—An adaptive lasso approach with cross-sectional resampling.
Environmetrics, 33(1),
e2705.
(doi: 10.1002/env.2705)
Malinovskaya, Anna, Otto, Philipp
ORCID: https://orcid.org/0000-0002-9796-6682 and Peters, Torben
(2022)
Statistical learning for change point and anomaly detection in graphs.
In: Steland, Ansgar and Tsui, Kwok-Leung (eds.)
Artificial Intelligence, Big Data and Data Science in Statistics.
Springer, pp. 85-109.
ISBN 9783031071553
(doi: 10.1007/978-3-031-07155-3_4)
2021
Otto, Philipp
ORCID: https://orcid.org/0000-0002-9796-6682, Piter, Andreas and Gijsman, Rik
(2021)
Statistical analysis of beach profiles – A spatiotemporal functional approach.
Coastal Engineering, 170,
103999.
(doi: 10.1016/j.coastaleng.2021.103999)
Malinovskaya, Anna and Otto, Philipp
ORCID: https://orcid.org/0000-0002-9796-6682
(2021)
Online network monitoring.
Statistical Methods and Applications, 30,
pp. 1337-1364.
(doi: 10.1007/s10260-021-00589-z)
Otto, Philipp
ORCID: https://orcid.org/0000-0002-9796-6682, Schmid, Wolfgang and Garthoff, Robert
(2021)
Stochastic properties of spatial and spatiotemporal ARCH models.
Statistical Papers, 62(2),
pp. 623-638.
(doi: 10.1007/s00362-019-01106-x)
Merk, M.S. and Otto, Philipp
ORCID: https://orcid.org/0000-0002-9796-6682
(2021)
Directional spatial autoregressive dependence in the conditional first- and second-order moments.
Spatial Statistics, 41,
100490.
(doi: 10.1016/j.spasta.2020.100490)
Antoniuk, Anna, Merk, Miryam S. and Otto, Philipp
ORCID: https://orcid.org/0000-0002-9796-6682
(2021)
Spatial statistics, or how to extract knowledge from data.
In: Werner, Martin and Chiang, Yao-Yi (eds.)
Handbook of Big Geospatial Data.
Springer, pp. 399-426.
ISBN 9783030554620
(doi: 10.1007/978-3-030-55462-0_15)
Otto, Philipp
ORCID: https://orcid.org/0000-0002-9796-6682
(2021)
Parallelized monitoring of dependent spatiotemporal processes.
In: Knoth, Sven and Schmid, Wolfgang (eds.)
Frontiers in Statistical Quality Control 13.
Springer, pp. 165-183.
ISBN 9783030678562
(doi: 10.1007/978-3-030-67856-2_10)
2020
Merk, Miryam S. and Otto, Philipp
ORCID: https://orcid.org/0000-0002-9796-6682
(2020)
Estimation of anisotropic, time-varying spatial spillovers of fine particulate matter due to wind direction.
Geographical Analysis, 52(2),
pp. 254-277.
(doi: 10.1111/gean.12205)
2019
Otto, Philipp
ORCID: https://orcid.org/0000-0002-9796-6682
(2019)
spGARCH: An R-package for spatial and spatiotemporal ARCH and GARCH models.
R Journal, 11(2),
pp. 401-420.
Otto, Philipp
ORCID: https://orcid.org/0000-0002-9796-6682
(2019)
Modeling Spatial Dependence in Local Risks and Uncertainties.
In: 29th European Safety and Reliability Conference, ESREL 2019, Hannover, Germany, 22 September-26 September 2019,
pp. 2685-2692.
ISBN 9789811127243
Otto, Philipp
ORCID: https://orcid.org/0000-0002-9796-6682
(2019)
Parallelized Monitoring of Dependent Spatiotemporal Processes.
In: 13th International Workshop on Intelligent Statistical Quality Control, IWISQC 2019, Hong Kong, 12 - 14 August 2019,
pp. 181-194.
2018
Otto, Philipp
ORCID: https://orcid.org/0000-0002-9796-6682 and Schmid, Wolfgang
(2018)
Discussion of “Statistical methods for network surveillance” by Daniel Jeske, Nathaniel Stevens, Alexander Tartakovsky, and James Wilson.
Applied Stochastic Models in Business and Industry, 34(4),
pp. 452-456.
(doi: 10.1002/asmb.2360)
Garthoff, Robert and Otto, Philipp
ORCID: https://orcid.org/0000-0002-9796-6682
(2018)
Verfahren zur Überwachung räumlicher autoregressiver Prozesse mit externen Regressoren = Statistical surveillance of spatial autoregressive processes with exogenous regressors.
AStA Wirtschafts- und Sozialstatistisches Archiv, 12(2),
pp. 107-133.
(doi: 10.1007/s11943-018-0224-1)
2017
Otto, Philipp
ORCID: https://orcid.org/0000-0002-9796-6682
(2017)
A note on efficient simulation of multidimensional spatial autoregressive processes.
Communications in Statistics: Simulation and Computation, 46(6),
pp. 4547-4558.
(doi: 10.1080/03610918.2015.1122050)
Otto, Philipp
ORCID: https://orcid.org/0000-0002-9796-6682 and Lange, Anna-Liesa
(2017)
Arbeitsbuch der Angewandten Statistik: Mit Aufgaben zur Software R und detaillierten Lösungen.
Springer Gabler: Berlin, Heidelberg.
ISBN 9783662492116
(doi: 10.1007/978-3-662-49212-3)
2016
Lange, Anna-Liesa and Otto, Philipp
ORCID: https://orcid.org/0000-0002-9796-6682
(2016)
Bayes’sche Statistik in der Dienstleistungsforschung.
AStA Wirtschafts- und Sozialstatistisches Archiv, 10(4),
pp. 247-267.
(doi: 10.1007/s11943-016-0189-x)
Otto, Philipp
ORCID: https://orcid.org/0000-0002-9796-6682 and Schmid, Wolfgang
(2016)
Spatiotemporal analysis of German real-estate prices.
Annals of Regional Science, 60,
pp. 41-72.
(doi: 10.1007/s00168-016-0789-y)
Otto, Philipp
ORCID: https://orcid.org/0000-0002-9796-6682
(2016)
Detection of spatial change points in the mean and covariances of multivariate simultaneous autoregressive models.
Biometrical Journal, 58(5),
pp. 1113-1137.
(doi: 10.1002/bimj.201500148)
Otto, Philipp
ORCID: https://orcid.org/0000-0002-9796-6682 and Schmid, Wolfgang
(2016)
Detection of spatial change points in the mean and covariances of multivariate simultaneous autoregressive models.
Biometrical Journal, 58(5),
pp. 1113-1137.
(doi: 10.1002/bimj.201500148)
Garthoff, Robert and Otto, Philipp
ORCID: https://orcid.org/0000-0002-9796-6682
(2016)
Control charts for multivariate spatial autoregressive models.
AStA Advances in Statistical Analysis, 101,
pp. 67-94.
(doi: 10.1007/s10182-016-0276-x)
2015
Garthoff, Robert and Otto, Philipp
ORCID: https://orcid.org/0000-0002-9796-6682
(2015)
Simultaneous surveillance of means and covariances of spatial models.
In: Steland, A., Rafajłowicz, E. and Szajowski, K. (eds.)
Stochastic Models, Statistics and Their Applications.
Series: Springer proceedings in mathematics and statistics (122).
Springer: Cham, pp. 271-281.
ISBN 9783319138800
(doi: 10.1007/978-3-319-13881-7_30)
This list was generated on Sat Jun 14 07:20:29 2025 BST.