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, accepted for publication, 2024
Likelihood asymptotics of stationary Gaussian arrays
Carsten H. Chong, Fabian Mies
SSRN preprint, 2024
Projection inference for high-dimensional covariance matrices with structured shrinkage targets
Fabian Mies, Ansgar Steland
Electronic Journal of Statistics, vol. 18(1), 2024, pp. 1643-1676
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