Philipp Otto

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All published works

Action	Title	Year	Authors
+ PDF Chat	A Dynamic Spatiotemporal and Network ARCH Model with Common Factors	2024	Osman Doğan Raffaele Mattera Philipp Otto Süleyman Taşpınar
+ PDF Chat	A Markov‐switching spatio‐temporal ARCH model	2024	Tzung Hsuen Khoo Dharini Pathmanathan Philipp Otto Sophie Dabo‐Niang
+ PDF Chat	Spatial and spatiotemporal volatility models: A review	2024	Philipp Otto Osman Doğan Süleyman Taşpınar Wolfgang Schmid Anil K. Bera
+ PDF Chat	Multidimensional spatiotemporal clustering -- An application to environmental sustainability scores in Europe	2024	Caterina Morelli Simone Boccaletti Paolo Maranzano Philipp Otto
+	A multivariate spatial and spatiotemporal ARCH Model	2024	Philipp Otto
+ PDF Chat	A review of regularised estimation methods and cross-validation in spatiotemporal statistics	2024	Philipp Otto Alessandro Fassò Paolo Maranzano
+	Network log-ARCH models for forecasting stock market volatility	2024	Raffaele Mattera Philipp Otto
+	A review of regularised estimation methods and cross-validation in spatiotemporal statistics	2024	Philipp Otto Alessandro Fassò Paolo Maranzano
+ PDF Chat	Dynamic spatiotemporal ARCH models	2023	Philipp Otto Osman Doğan Süleyman Taşpınar
+ PDF Chat	Statistical Process Monitoring of Artificial Neural Networks	2023	Anna Malinovskaya Pavlo Mozharovskyi Philipp Otto
+ PDF Chat	Agrimonia: a dataset on livestock, meteorology and air quality in the Lombardy region, Italy	2023	Alessandro Fassò Jacopo Rodeschini Alessandro Fusta Moro Qendrim Shaboviq Paolo Maranzano Michela Cameletti Francesco Finazzi Natalia Golini Rosaria Ignaccolo Philipp Otto
+	AgrImOnIA: Open Access dataset correlating livestock and air quality in the Lombardy region, Italy	2023	Alessandro Fassò Jacopo Rodeschini Alessandro Fusta Moro Qendrim Shaboviq Paolo Maranzano Michela Cameletti Francesco Finazzi Natalia Golini Rosaria Ignaccolo Philipp Otto
+	Spatial and Spatiotemporal Volatility Models: A Review	2023	Philipp Otto Osman Doğan Süleyman Taşpınar Wolfgang Schmid Anil K. Bera
+	Spatiotemporal modelling of PM$_{2.5}$ concentrations in Lombardy (Italy) -- A comparative study	2023	Philipp Otto Alessandro Fusta Moro Jacopo Rodeschini Qendrim Shaboviq Rosaria Ignaccolo Natalia Golini Michela Cameletti Paolo Maranzano Francesco Finazzi Alessandro Fassò
+	A Markov-switching spatio-temporal ARCH model	2023	Tzung Hsuen Khoo Dharini Pathmanathan Philipp Otto Sophie Dabo‐Niang
+	Dynamic Spatiotemporal ARCH Models: Small and Large Sample Results	2023	Philipp Otto Osman Doğan Süleyman Taşpınar
+	Statistical monitoring of European cross-border physical electricity flows using novel temporal edge network processes	2023	Anna Malinovskaya Rebecca Killick Kathryn Leeming Philipp Otto
+	AgrImOnIA: Open Access dataset correlating livestock and air quality in the Lombardy region, Italy	2022	Alessandro Fassò Jacopo Rodeschini Alessandro Fusta Moro Qendrim Shaboviq Paolo Maranzano Michela Cameletti Francesco Finazzi Natalia Golini Rosaria Ignaccolo Philipp Otto
+ PDF Chat	A general framework for spatial GARCH models	2022	Philipp Otto Wolfgang Schmid
+ PDF Chat	Estimation of the Spatial Weighting Matrix for Spatiotemporal Data under the Presence of Structural Breaks	2022	Philipp Otto Rick Steinert
+ PDF Chat	The Helsinki Bike-Sharing System—Insights Gained from a Spatiotemporal Functional Model	2022	Andreas Piter Philipp Otto Hamza Alkhatib
+	Dynamic Spatiotemporal ARCH Models	2022	Philipp Otto Osman Doğan Süleyman Taşpınar
+	Adaptive LASSO estimation for functional hidden dynamic geostatistical model	2022	Paolo Maranzano Philipp Otto Alessandro Fassò
+	Statistical process monitoring of artificial neural networks	2022	Anna Malinovskaya Pavlo Mozharovskyi Philipp Otto
+	Agrimonia: a dataset on livestock, meteorology and air quality in the Lombardy region, Italy	2022	Alessandro Fassò Jacopo Rodeschini Alessandro Fusta Moro Qendrim Shaboviq Paolo Maranzano Michela Cameletti Francesco Finazzi Natalia Golini Rosaria Ignaccolo Philipp Otto
+	A Dynamic Spatiotemporal Stochastic Volatility Model with an Application to Environmental Risks	2022	Philipp Otto Osman Doğan Süleyman Taşpınar
+	Spatiotemporal variable selection and air quality impact assessment of COVID-19 lockdown	2021	Alessandro Fassò Paolo Maranzano Philipp Otto
+ PDF Chat	Estimation of the spatial weighting matrix for regular lattice data—An adaptive lasso approach with cross‐sectional resampling	2021	Miryam S. Merk Philipp Otto
+ PDF Chat	Online network monitoring	2021	Anna Malinovskaya Philipp Otto
+	Generalized Spatial and Spatiotemporal ARCH Models	2021	Philipp Otto Wolfgang Schmid
+	A Spatiotemporal Functional Model for Bike-Sharing Systems -- An Example based on the City of Helsinki	2020	Andreas Piter Philipp Otto Hamza Alkhatib
+	Spatial Statistics, or How to Extract Knowledge from Data	2020	Anna Antoniuk Miryam Sarah Merk Philipp Otto
+	Online network monitoring	2020	Anna Malinovskaya Philipp Otto
+	Spatiotemporal procedures for the statistical surveillance of spatial autoregressive models with heavy tails	2020	Robert Garthoff Philipp Otto
+	Estimation of the spatial weighting matrix for regular lattice data -- An adaptive lasso approach with cross-sectional resampling	2020	Miryam S. Merk Philipp Otto
+	A Spatiotemporal Functional Model for Bike-Sharing Systems -- An Example based on the City of Helsinki	2020	Andreas Piter Philipp Otto Hamza Alkhatib
+	Statistical learning for change point and anomaly detection in graphs	2020	Anna Malinovskaya Philipp Otto Torben Peters
+	Online network monitoring	2020	Anna Malinovskaya Philipp Otto
+	Spatial and Spatiotemporal GARCH Models -- A Unified Approach	2019	Philipp Otto Wolfgang Schmid
+	Stochastic properties of spatial and spatiotemporal ARCH models	2019	Philipp Otto Wolfgang Schmid Robert Garthoff
+ PDF Chat	spGARCH: An R-Package for Spatial and Spatiotemporal ARCH and GARCH models	2019	Philipp Otto
+ PDF Chat	Generalised spatial and spatiotemporal autoregressive conditional heteroscedasticity	2018	Philipp Otto Wolfgang Schmid Robert Garthoff
+	Verfahren zur Überwachung räumlicher autoregressiver Prozesse mit externen Regressoren	2018	Robert Garthoff Philipp Otto
+	Control charts for multivariate spatial autoregressive models	2016	Robert Garthoff Philipp Otto
+	Detection of spatial change points in the mean and covariances of multivariate simultaneous autoregressive models	2016	Philipp Otto Wolfgang Schmid
+	A note on efficient simulation of multidimensional spatial autoregressive processes	2015	Philipp Otto
+	Simultaneous Surveillance of Means and Covariances of Spatial Models	2015	Robert Garthoff Philipp Otto

Common Coauthors

Coauthor	Papers Together
Paolo Maranzano	10
Alessandro Fassò	9
Wolfgang Schmid	8
Osman Doğan	7
Anna Malinovskaya	7
Süleyman Taşpınar	6
Robert Garthoff	6
Natalia Golini	5
Michela Cameletti	5
Qendrim Shaboviq	5
Francesco Finazzi	5
Rosaria Ignaccolo	5
Jacopo Rodeschini	5
Alessandro Fusta Moro	5
Hamza Alkhatib	3
Miryam Sarah Merk	3
Andreas Piter	3
Sophie Dabo‐Niang	2
Tzung Hsuen Khoo	2
Anil K. Bera	2
Pavlo Mozharovskyi	2
Raffaele Mattera	2
Dharini Pathmanathan	2
Torben Peters	1
Süleyman Taşpınar	1
Caterina Morelli	1
Anna Antoniuk	1
Simone Boccaletti	1
Kathryn Leeming	1
Rebecca Killick	1
Rick Steinert	1

Commonly Cited References

Action	Title	Year	Authors	# of times referenced
+ PDF Chat	Generalised spatial and spatiotemporal autoregressive conditional heteroscedasticity	2018	Philipp Otto Wolfgang Schmid Robert Garthoff	12
+ PDF Chat	Spatial Autoregressive Conditional Heteroskedasticity Models	2017	Takaki Sato Yasumasa Matsuda	10
+	Stochastic properties of spatial and spatiotemporal ARCH models	2019	Philipp Otto Wolfgang Schmid Robert Garthoff	8
+	ON STATIONARY PROCESSES IN THE PLANE	1954	Peter Whittle	7
+ PDF Chat	Spatial extension of generalized autoregressive conditional heteroskedasticity models	2020	Takaki Sato Yasumasa Matsuda	7
+ PDF Chat	spGARCH: An R-Package for Spatial and Spatiotemporal ARCH and GARCH models	2019	Philipp Otto	7
+	A Multivariate Exponentially Weighted Moving Average Control Chart	1992	Cynthia A. Lowry William H. Woodall Charles W. Champ Steven E. Rigdon	6
+	Comparisons of Multivariate<i>CUSUM</i>Charts	1990	Joseph J. Pignatiello George C. Runger	6
+	Spatial Interaction and the Statistical Analysis of Lattice Systems	1974	Julian Besag	5
+	Control charts for multivariate spatial autoregressive models	2016	Robert Garthoff Philipp Otto	5
+ PDF Chat	Estimation of the Spatial Weighting Matrix for Spatiotemporal Data under the Presence of Structural Breaks	2022	Philipp Otto Rick Steinert	5
+	Surveillance of the covariance matrix of multivariate nonlinear time series	2005	Przemysław śliwa Wolfgang Schmid	4
+	Regression Shrinkage and Selection Via the Lasso	1996	Robert Tibshirani	4
+	Approximate Bayesian Inference for Latent Gaussian models by using Integrated Nested Laplace Approximations	2009	Håvard Rue Sara Martino Nicolás Chopin	4
+	Monitoring the cross-covariances of a multivariate time series	2005	Przemysław śliwa Wolfgang Schmid	4
+ PDF Chat	The Adaptive Lasso and Its Oracle Properties	2006	Hui Zou	4
+	Nonparametric Estimation of Nonstationary Spatial Covariance Structure	1992	Paul D. Sampson Peter Guttorp	4
+	Spatial Weights Matrices	2009	Arthur Getis	3
+ PDF Chat	On Selection of Spatial Linear Models for Lattice Data	2010	Jun Zhu Hsin‐Cheng Huang Perla E. Reyes	3
+	Control Charts for Multivariate Processes	1995	Regina Y. Liu	3
+	Statistical surveillance of the mean vector and the covariance matrix of nonlinear time series	2013	Robert Garthoff Iryna Okhrin Wolfgang Schmid	3
+ PDF Chat	GARCH models without positivity constraints: Exponential or log GARCH?	2013	Christian Francq Olivier Wintenberger Jean‐Michel Zakoïan	3
+	Multivariate CUSUM Quality-Control Procedures	1985	William H. Woodall Matoteng M. Ncube	3
+ PDF Chat	Estimation of the spatial weighting matrix for regular lattice data—An adaptive lasso approach with cross‐sectional resampling	2021	Miryam S. Merk Philipp Otto	3
+	Multivariate Generalizations of Cumulative Sum Quality-Control Schemes	1988	Ronald B. Crosier	3
+	Nonstationary Modeling With Sparsity for Spatial Data via the Basis Graphical Lasso	2020	Mitchell Krock William Kleiber Stephen Becker	3
+ PDF Chat	A general framework for spatial GARCH models	2022	Philipp Otto Wolfgang Schmid	3
+	Bayesian Inference for Non-Stationary Spatial Covariance Structure via Spatial Deformations	2003	Alexandra M. Schmidt Anthony O’Hagan	3
+	Detection of spatial change points in the mean and covariances of multivariate simultaneous autoregressive models	2016	Philipp Otto Wolfgang Schmid	3
+	A DISTANCE MEASURE FOR CLASSIFYING ARIMA MODELS	1990	Domenico Piccolo	3
+	MULTIVARIATE CUMULATIVE SUM CONTROL CHARTS BASED ON PROJECTION PURSUIT	2001	Hung-Man Ngai Jian Zhang	3
+	Introduction to Time Series and Forecasting	2002	Peter J. Brockwell Richard A. Davis	3
+ PDF Chat	Estimating the Dimension of a Model	1978	Gideon Schwarz	2
+	Penalized maximum likelihood estimation and variable selection in geostatistics	2011	Tingjin Chu Jun Zhu Haonan Wang	2
+	On Model Selection Consistency of Lasso	2006	Peng Zhao Bin Yu	2
+	A Spatiotemporal Method for the Monitoring of Image Data	2012	Fadel M. Megahed Lee J. Wells Jaime A. Camelio William H. Woodall	2
+ PDF Chat	Discrete temporal models of social networks	2010	Steve Hanneke Wenjie Fu Eric P. Xing	2
+	New Specifications for Exponential Random Graph Models	2006	Tom A. B. Snijders Philippa Pattison Garry Robins Mark S. Handcock	2
+	Asymptotics in directed exponential random graph models with an increasing bi-degree sequence	2015	Ting Yan Chenlei Leng Ji Zhu	2
+	Estimation of spatial autoregressive panel data models with fixed effects	2009	Lung-Fei Lee Jihai Yu	2
+	Improvements on Cross-Validation: The 632+ Bootstrap Method	1997	Bradley Efron Robert Tibshirani	2
+	The EM algorithm in a distributed computing environment for modelling environmental space–time data	2009	Alessandro Fassò Michela Cameletti	2
+	Multivariate Quality Control-illustrated by the air testing of sample bombsights	1947	Harold Hotelling	2
+	Classes of small-world networks	2000	Luı́s A. Nunes Amaral Antonio Scala Marc Barthélemy H. Eugene Stanley	2
+	Applied Multivariate Statistical Analysis.	1988	Andrea Johnson Dean W. Wichern	2
+ PDF Chat	Fixed point theorems in probabilistic analysis	1976	A. T. Bharucha-Reid	2
+	Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties	2001	Jianqing Fan Runze Li	2
+ PDF Chat	Covariance Tapering for Interpolation of Large Spatial Datasets	2006	Reinhard Furrer Marc G. Genton Douglas Nychka	2
+	Spatial Control Charts for the Mean	2013	Scott D. Grimshaw Natalie J. Blades Michael Miles	2
+ PDF Chat	Bayesian computing with INLA: New features	2013	Thiago G. Martins Daniel Simpson Finn Lindgren Håvard Rue	2