Sven Otto | DeepAI

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Featured Co-authors

Nazarii Salish
2 publications
Jörg Breitung
1 publication
Florian Stark
1 publication

research

∙ 01/07/2022

Dynamic Factor Model for Functional Time Series: Identification, Estimation, and Prediction

A functional dynamic factor model for time-dependent functional data is ...

0 Sven Otto, et al. ∙

research

∙ 11/10/2020

Testing and Dating Structural Changes in Copula-based Dependence Measures

This paper is concerned with testing and dating structural breaks in the...

0 Florian Stark, et al. ∙

research

∙ 03/05/2020

Backward CUSUM for Testing and Monitoring Structural Change

It is well known that the conventional CUSUM test suffers from low power...

0 Sven Otto, et al. ∙