Publications



Preprints


Rate-optimal estimation of mixed semimartingales


Carsten Chong, Thomas Delerue, Fabian Mies

arXiv:2207.10464, 2022



Peer-reviewed


Estimation of mixed fractional stable processes using high-frequency data


Fabian Mies, Mark Podolskij

Annals of Statistics, forthcoming, 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


An Efficient Jump-Diffusion Approximation of the Boltzmann Equation


Fabian Mies, Mohsen Sadr, Manuel Torrilhon

Journal of Computational Physics, vol. 490(112308), 2023


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



Thesis




Follow this website


You need to create an Owlstown account to follow this website.


Sign up

Already an Owlstown member?

Log in