- Statistics for stochastic processes
- Nonstationary time series
- Changepoint inference
- Nonparametric testing and estimation
Recent Publications and Preprints
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
View all
