Publications

In God we trust. All others must bring data. (W. E. Deming)

Peer-reviewed journals

2024

  • Malinovskaya, A., Mozharovskyi, P., Otto, P. (2024): Statistical process monitoring of artificial neural networks. Technometrics 66(1) (DOI)
  • Mattera, R., Otto, P. (2024): Network log-ARCH models for forecasting stock market volatility. International Journal of Forecasting (DOI)
  • Otto, P., Alessandro Fusta Moro, Jacopo Rodeschini, Qendrim Shaboviq, Rosaria Ignaccolo, Natalia Golini, Michela Cameletti, Paolo Maranzano, Francesco Finazzi, Alessandro Fassò (2024): Spatiotemporal modelling of PM2.5 concentrations in Lombardy (Italy) -- A comparative study. Environmental and Ecological Statistics (DOI)
  • Mohammadi, R., Taleai, M., Otto, P., Sester, M. (2024): Analyzing urban crash incidents: an advanced endogenous approach using spatiotemporal weights matrix. Transactions in GIS (DOI)
  • Otto, P., Sibbertsen, P. (2024): Spatial autoregressive fractionally integrated moving average model. Advanced Statistical Methods in Process Monitoring, Finance, and Environmental Science. Springer (accepted for publication)

2023

  • Otto, P., Dogan, O., Taspinar, S. (2023): A Dynamic Spatiotemporal Stochastic Volatility Model with an Application to Environmental Risks. Econometrics and Statistics (DOI)
  • Otto, P., Dogan, O., Taspinar, S. (2023): Dynamic Spatiotemporal ARCH Models. Spatial Economic Analysis (DOI)
  • Fülle, M., Otto, P. (2023): Spatial GARCH Models for Unknown Spatial Locations – An Application to Financial Stock Returns. Spatial Economic Analysis (DOI)
  • Otto, P., Steinert, R. (2023): Estimation of the Spatial Weighting Matrix for Spatiotemporal Data under the Presence of Structural Breaks. Journal of Computational and Graphical Statistics, 32:2, 696-711 (DOI)
  • Maranzano, P., Otto, P., Fassò, A. (2023): Adaptive LASSO estimation for functional hidden dynamic geostatistical models. Stochastic Environmental Research and Risk Assessment (DOI)
  • Fassò, A., Rodeschini, J., Fusta Moro, A., Shaboviq, Q., Maranzano, P., Cameletti, M., Finazzi, F., Golini, N., Ignaccolo, R., Otto, P. (2023): Agrimonia: a dataset on livestock, meteorology and air quality in the Lombardy region, Italy. nature Scientific Data 10(143) (DOI)
  • Otto, P., Otto, P. (2023): What's in a name? Significance 20(1) (DOI)
  • Harke, F. H., Otto, P. (2023): Solar Self-Sufficient Households as a Driving Factor for Sustainability Transformation. Sustainability 15(3) (DOI)

2022

  • Otto, P., Schmid, W. (2022): A general framework for spatial GARCH models. Statistical Papers (DOI)
  • Harke, F. H., Merk, M., Otto, P. (2022): Estimation of Asymmetric Spatial Autoregressive Dependence on Irregular Lattices. Symmetry 14(7) (DOI)
  • Piter, A., Otto, P., Alkhatib, H. (2022): The Helsinki Bike-Sharing Systems - Insights gained from a spatiotemporal functional model. Journal of the Royal Statistical Society Series A (DOI)
  • Merk, M., Otto, P. (2022): Estimation of the spatial weighting matrix for regular lattice data -- An adaptive lasso approach with cross-sectional resampling. Environmetrics 33(1) (DOI)

2021

  • Otto, P., Piter, A., Gijsman, R. (2021): Statistical Analysis of Beach Profile Evolution and External Influences: Applying a Spatiotemporal Functional Approach. Coastal Engineering 170 (DOI)
  • Fassò, A., Maranzano, P., Otto, P. (2021): Spatiotemporal variable selection and air quality impact assessment of COVID-19 lockdown. Spatial Statistics (online first) (DOI)
  • Otto, P., Schmid, W., Garthoff, R. (2021): Stochastic Properties of Spatial and Spatiotemporal ARCH Models. Statistical Papers 62 (DOI)
  • Merk, M., Otto, P. (2021): Directional spatial autoregressive dependence in the conditional first- and second-order moments. Spatial Statistics 41 (DOI)
  • Malinovskaya, A., Otto, P. (2021): Online network monitoring. Statistical Methods & Applications, Special Issue on Network Modelling 30 (DOI)

2020

  • Merk, M., Otto, P. (2020): Estimation of Anisotropic, Time‐Varying Spatial Spillovers of Fine Particulate Matter Due to Wind Direction. Geographical Analysis 52(2) (DOI)
  • Otto, P., Otto, P. (2020): Impact of academic authorship characteristics on article citations. REVSTAT (online first) (DOI)
  • Garthoff, R., Otto, P. (2020): Spatiotemporal procedures for the statistical surveillance of spatial autoregressive models with heavy tails. Communications in Statistics - Simulation and Computation (online first)

2019

  • Otto, P. (2019): spGARCH: An R-Package for Spatial ARCH and GARCH Models. The R Journal 11(2) (DOI)

2018

  • Otto, P., Schmid, W., Garthoff, R. (2018): Generalised Spatial and Spatiotemporal Autoregressive Conditional Heteroscedasticity. Spatial Statistics 26 (DOI)
  • Otto, P., Schmid, W. (2018): Spatiotemporal Analysis of German Real Estate Prices. The Annals of Regional Science 60(1) (DOI)
  • Otto, P., Schmid, W. (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) (DOI)
  • Garthoff, R., Otto, P. (2018): Verfahren zur Überwachung räumlicher autoregressiver Prozesse mit externen Regressoren. AStA Wirtschafts- und Sozialstatistisches Archiv (DOI)
  • Garthoff, R., Otto, P. (2018): Control charts for multivariate spatial autoregressive models. AStA - Advances in Statistical Analysis 101(1) (DOI)

2017

  • Otto, P. (2017): A Note on Efficient Simulation of Multidimensional Spatial Autoregressive Processes. Communications in Statistics - Simulation and Computation 46(6) (DOI)

2016

  • Otto, P., Schmid, W. (2016): Detection of Spatial Change Points in the Mean and Covariances of Multivariate Simultaneous Autoregressive Models. Biometrical Journal 58(5) (DOI)
  • Lange, A.-L., Otto, P. (2016): Bayes'sche Statistik in der Dienstleistungsforschung. AStA Wirtschafts- und Sozialstatistisches Archiv 10(4) (DOI)

Peer-reviewed book chapters and conference proceedings

  • Maranzano, P., McConville, K., Otto, P., Carillo, F. (2023): A geostatistical investigation of the ammonia-livestock relationship in the Po Valley, Italy. Annual Meeting of the Italian Statistical Society 2023
  • Otto, P. (2021): Parallelized Monitoring of Dependent Spatiotemporal Processes. In: Knoth S., Schmid W. (eds) Frontiers in Statistical Quality Control 13. ISQC 2019. Frontiers in Statistical Quality Control. Springer, Cham (DOI)
  • Malinovskaya A., Otto, P., Peters, T. (2021): Statistical learning for change point and anomaly detection in graphs. arXiv:2011.06080 (accepted: Springer Handbook on Artificial Intelligence, Big Data, Data Science and Machine Learning in Statistics)
  • Otto, P. (2019): Modeling Spatial Dependence in Local Risks and Uncertainties. Proceedings of the 29th European Safety and Reliability Conference. pp. 2685-2692. (Link)
  • Antoniuk, A., Merk, M., Otto, P. (2019): Spatial Statistics, or how to extract knowledge from data. n: Werner M., Chiang YY. (eds) Handbook of Big Geospatial Data. Springer Handbook Series in Computer Science, Cham (DOI)
  • Gijsman, R., Otto, P., Schlurmann, T., Visscher, J. (2019): Statistical Analysis of Sylt's Coastal Profiles using a Spatiotemporal Functional Model. Smart Statistics for Smart Applications, Pearson Proceedings (DOI)
  • Garthoff, R., Otto, P. (2015): Simultaneous surveillance of means and covariances of spatial models. In: Steland A., Rafajłowicz E., Szajowski K. (eds) Stochastic Models, Statistics and Their Applications. Springer Proceedings in Mathematics & Statistics, vol 122. Springer, Cham. (DOI)
  • Otto, P. (2010): Evaluation of Innovative Potential. Saint Petersburg State University (Russia), 16th International Conference in Economics for Young Researchers "Companies and Reforms in Russia" (in Russian language)

Statistical software

  • Otto, P.: R-Package spGARCH. A collection of functions to deal with spatial and spatiotemporal autoregressive conditional heteroscedasticity (spatial ARCH and GARCH models) (CRAN)

Open Data

  • Fassò, A., Rodeschini, J., Fusta Moro, A., Shaboviq, Q., Maranzano, P., Cameletti, M., Finazzi, F., Golini, N., Ignaccolo, R., Otto, P. (2022): AgrImOnIA: Open Access dataset correlating livestock and air quality in the Lombardy region, Italy. Zenodo (DOI)

Edited books

  • Advanced Statistical Methods in Process Monitoring, Finance, and Environmental Science. Otto, P., Okhrin, Y., Knoth, S. (eds), Springer Heidelberg (to appear)

Textbooks

  • Otto, P., Lange, A.-L. (2017): Arbeitsbuch der Angewandten Statistik - Mit Aufgaben zur Software R und detaillierten Lösungen. Springer & Gabler, Heidelberg (Springer Link)

My arXiv articles

Below are my 4 most recent publications on arXiv, a full list can be found here: https://arxiv.org/a/0000-0002-9796-6682.html