Damp (not wet) sand in a root cellar or similar cool/damp place for long term storage.

Bottom of the fridge in a drawer that gets decent humidity (unwrapped) for storage over a few weeks.

That said, if you're willing to put up with some level of acceptable loss many people keep them around in a cool/dark place over the winter and manage to hold onto them without any special care. That's a dice roll, though.

I don't know your winter climate but if it's not too cold Celeriac can stay in the ground and be dug as needed, just like parsnips.