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Selected Publications

Articles in peer-reviewed journals

Otto, P., Schmid, W., Garthoff, R. (2018): Generalised Spatial and Spatiotemporal Autoregressive Conditional Heteroscedasticity. Spatial Statistics

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). pp. 452-456

Garthoff, R., Otto, P. (2018): Verfahren zur Überwachung räumlicher autoregressiver Prozesse mit externen Regressoren. AStA - Wirtschafts- und Sozialstatistisches Archiv

Otto, P., Schmid, W. (2016): Detection of Spatial Change Points in the Mean and Covariances of Multivariate Simultaneous Autoregressive Models. Biometrical Journal 58(5). pp. 1113-1137

Garthoff, R., Otto, P. (2016): Control charts for multivariate spatial autoregressive models. AStA - Advances in Statistical Analysis 101(1). pp. 67-94

Otto, P., Schmid, W. (2016): Spatiotemporal Analysis of German Real Estate Prices. The Annals of Regional Science. Special Issue on Spatial Econometrics.

Otto, P. (2017): A Note on Efficient Simulation of Multidimensional Spatial Autoregressive Processes. Communications in Statistics - Simulation and Computation 46(6). pp. 4547-4558

Lange, A.-L., Otto, P. (2016): Bayes'sche Statistik in der Dienstleistungsforschung - eine systematische Literaturübersicht. AStA - Wirtschafts- und Sozialstatistisches Archiv 10(4). pp. 247-267


Otto, P., Lange, A.-L. (2017): Arbeitsbuch der Angewandten Statistik, SpringerGabler, Heidelberg


spGARCH: A collection of functions to deal with spatial and spatiotemporal autoregressive conditional heteroscedasticity (spatial ARCH and GARCH models) by Otto, Schmid, Garthoff (2017) arXiv:1609.00711: simulation of spatial ARCH-type processes (spARCH, exponential spARCH, complex spARCH); quasi-maximum-likelihood estimation of the parameters of spARCH models and spatial autoregressive models with spARCH disturbances, diagnostic checks, visualizations.

Conference Proceedings

Garthoff, R., Otto, P. (2015): Simultaneous surveillance of means and covariances of spatial models. Stochastic Models, Statistics and Their Applications in: Springer Proceedings in Mathematics & Statistics, vol. 122, pp. 271-281

Otto, P. (2010): Evaluation of Innovative Potential (Оценка инновационности страны). Saint Petersburg State University (Russia),  16th International Conference in Economics for Young Researches “Companies and Reforms in Russia

Discussion papers

Otto, P., Trencsik, S. (2015): Identifying Tax Competition among Local Governments within and across Country Borders – Evidence from Germany and Austria. European University Viadrina Frankfurt (Oder), Department of Business Administration and Economics, Discussion Paper 375

Lange, A.-L., Otto, P. (2015): Statistische Methoden zur Modellierung multivariater Zeitreihen und zur Klassifikation anhand von EEG-Zeitreihen. European University Viadrina Frankfurt (Oder), Department of Business Administration and Economics, Discussion Paper 367