Rate-optimal estimation of mixed semimartingales

Carsten Chong, Thomas Delerue, Fabian Mies

arXiv:2207.10464, 2022


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


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


Follow this website

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

Sign up

Already an Owlstown member?

Log in