I am Assistant Professor of Statistics at TU Delft, Netherlands, since October 2023. Previously, I was interim professor of Computational Statistics at RWTH Aachen University, Germany.
My research interests include:
- Statistics for stochastic processes
- Nonstationary time series
- Changepoint inference
- Nonparametric testing and estimation
- Reliability theory
Recent Publications and Preprints
Rate-optimal estimation of mixed semimartingales
Carsten Chong, Thomas Delerue, Fabian Mies
Annals of Statistics, vol. 53(1), 2025, pp. 219-244
Likelihood asymptotics of stationary Gaussian arrays
Carsten H. Chong, Fabian Mies
arXiv, 2502.09229, 2025
At the edge of Donsker’s Theorem: Asymptotics of multiscale scan statistics
Johann Köhne, Fabian Mies
2025
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