Philipp Otto
Leibniz Universität Hannover
H-index: 9
Europe-Germany
Top articles of Philipp Otto
Title | Journal | Author(s) | Publication Date |
|---|---|---|---|
A review of regularised estimation methods and cross-validation in spatiotemporal statistics | Philipp Otto Alessandro Fassò Paolo Maranzano | 2024/1/31 | |
Network log-ARCH models for forecasting stock market volatility | International Journal of Forecasting | Raffaele Mattera Philipp Otto | 2024/1/25 |
Analyzing urban crash incidents: An advanced endogenous approach using spatiotemporal weights matrix | Transactions in GIS | Reza Mohammadi Mohammad Taleai Philipp Otto Monika Sester | 2024/1/24 |
Statistical process monitoring of artificial neural networks | Technometrics | Anna Malinovskaya Pavlo Mozharovskyi Philipp Otto | 2024/1/2 |
A multivariate spatial and spatiotemporal arch model | Spatial Statistics | Philipp Otto | 2024/4/2 |
Spatial GARCH models for unknown spatial locations–an application to financial stock returns | Spatial Economic Analysis | Markus J Fülle Philipp Otto | 2024/1/2 |
Spatiotemporal modelling of concentrations in Lombardy (Italy): a comparative study | Environmental and Ecological Statistics | Philipp Otto Alessandro Fusta Moro Jacopo Rodeschini Qendrim Shaboviq Rosaria Ignaccolo | 2024/2/1 |
Correction: Adaptive LASSO estimation for functional hidden dynamic geostatistical models | Stochastic Environmental Research and Risk Assessment | Paolo Maranzano Philipp Otto Alessandro Fassò | 2023/9 |
Statistical monitoring of European cross-border physical electricity flows using novel temporal edge network processes | arXiv preprint arXiv:2312.16357 | Anna Malinovskaya Rebecca Killick Kathryn Leeming Philipp Otto | 2023/12/26 |
Solar Self-Sufficient Households as a Driving Factor for Sustainability Transformation | Sustainability | Franz Harke Philipp Otto | 2023/2/2 |
Dynamic spatiotemporal ARCH models | Spatial economic analysis | Philipp Otto Osman Doğan Süleyman Taşpınar | 2023/10/20 |
Adaptive LASSO estimation for functional hidden dynamic geostatistical models | Stochastic Environmental Research and Risk Assessment | Paolo Maranzano Philipp Otto Alessandro Fassò | 2023/9 |
Dynamic Spatiotemporal ARCH Models: Small and Large Sample Results | arXiv preprint arXiv:2312.05898 | Philipp Otto Osman Doğan Süleyman Taşpınar | 2023/12/10 |
A Markov-switching spatio-temporal ARCH model | arXiv preprint arXiv:2310.02630 | Tzung Hsuen Khoo Dharini Pathmanathan Philipp Otto Sophie Dabo-Niang | 2023/10/4 |
Spatial and Spatiotemporal Volatility Models: A Review | Philipp Otto Osman Doğan Süleyman Taşpınar Wolfgang Schmid Anil K Bera | 2023/8/24 | |
A dynamic spatiotemporal stochastic volatility model with an application to environmental risks | Econometrics and Statistics | Philipp Otto Osman Doğan Süleyman Taşpınar | 2023/11/8 |
AGRIMONIA: Open Access dataset correlating livestock and air quality in the Lombardy region, Italy | Alessandro Fasso Jacopo Rodeschini Alessandro Fusta Moro Qendrim Shaboviq Paolo Maranzano | 2023/5/31 | |
A general framework for spatial GARCH models | Statistical papers | Philipp Otto Wolfgang Schmid | 2023/10 |
Estimation of the spatial weighting matrix for spatiotemporal data under the presence of structural breaks | Journal of Computational and Graphical Statistics | Philipp Otto Rick Steinert | 2023/4/3 |
Spatial autoregressive fractionally integrated moving average model | arXiv preprint arXiv:2309.06880 | Philipp Otto Philipp Sibbertsen | 2023/9/13 |
Co-Authors
