Preprints
Peer-reviewed
Rate-optimal estimation of mixed semimartingales
Carsten Chong, Thomas Delerue, Fabian Mies
Annals of Statistics, accepted for publication, 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
Efficiently Computable Safety Bounds for Gaussian Processes in Active Learning
Jörn Tebbe, Christoph Zimmer, Ansgar Steland, Markus Lange-Hegermann, Fabian Mies
PMLR, Proceedings of The 27th International Conference on Artificial Intelligence and Statistics (AISTATS 2024), vol. 238, 2024, pp. 1333-1341
Estimation of mixed fractional stable processes using high-frequency data
Fabian Mies, Mark Podolskij
Annals of Statistics, vol. 51(5), 2023, pp. 1946-1964
An Efficient Jump-Diffusion Approximation of the Boltzmann Equation
Fabian Mies, Mohsen Sadr, Manuel Torrilhon
Journal of Computational Physics, vol. 490(112308), 2023
Functional Estimation and Change Detection for Nonstationary Time Series
Fabian Mies
Journal of the American Statistical Association, vol. 118(542), 2023, pp. 1011-1022
Sequential Gaussian Approximation for Nonstationary Time Series in High Dimensions
Fabian Mies, Ansgar Steland
Bernoulli, vol. 29(4), 2023, pp. 3114-3140
Confidence Bands for Exponential Distribution Functions under Progressive Type-II Censoring
Stefan Bedbur, Fabian Mies
Journal of Statistical Computation and Simulation, vol. 92, 2022, pp. 60-80
Regularity of Multifractional Moving Average Processes with Random Hurst Exponent
Dennis Loboda, Fabian Mies, Ansgar Steland
Stochastic Processes and their Applications, vol. 140, 2021, pp. 21-48
Estimation of State-Dependent Jump Activity and Drift for Markovian Semimartingales
Fabian Mies
Journal of Statistical Planning and Inference, vol. 210, 2021, pp. 114-140
Rate-Optimal Estimation of the Blumenthal-Getoor Index of a Lévy Process
Fabian Mies
Electronic Journal of Statistics, vol. 14, 2020, pp. 4165-4206
Exact Semiparametric Inference and Model Selection for Load-Sharing Systems
Fabian Mies, Stefan Bedbur
IEEE Transactions on Reliability, vol. 69, 2019, pp. 863-872
Nonparametric Gaussian Inference for Stable Processes
Fabian Mies, Ansgar Steland
Statistical Inference for Stochastic Processes, vol. 22, 2019, pp. 525-555
Fabian Mies, Stefan Bedbur
Annals of the Institute of Statistical Mathematics, vol. 69, 2017, pp. 925-944
Thesis
High-Frequency Inference for Stochastic Processes with Jumps of Infinite Activity
Fabian Mies
RWTH Aachen University, 2020