I am Assistant Professor of Statistics at TU Delft, Netherlands, within the Delft Institute of Applied Mathematics (DIAM).
My research interests include:
  • Asymptotic and nonparametric statistics 
  • Statistics for stochastic processes
  • Nonstationary time series
  • Changepoint inference
  • Reliability theory
Particular application fields are (i) energy systems and (ii) financial econometrics.
Now hiring: Together with my colleague Anna Latour, we are hiring a PhD student to work on the combination of formal algorithmic methods and statistical testing. The student will be part of the Algorithmics group at the Software Technology Department of TU Delft. Application are welcome until August 31st. More information.

Recent Publications and Preprints


Rate-optimal estimation of mixed semimartingales


Carsten Chong, Thomas Delerue, Fabian Mies

Annals of Statistics, vol. 53(1), 2025, pp. 219-244


Likelihood asymptotics of stationary Gaussian arrays


Carsten H. Chong, Fabian Mies

arXiv, 2502.09229, 2025


At the edge of Donsker’s Theorem: Asymptotics of multiscale scan statistics


Johann Köhne, Fabian Mies

arXiv, 2506.05112, 2025


Simultaneous Nonparametric Confidence Bands for Load-Sharing Systems


Stefan Bedbur, Johann Köhne, Fabian Mies

arXiv, 2504.21219 , 2025


View all

Contact


Fabian Mies


f (dot) mies (at) tudelft (dot) nl


Delft Institute of Applied Mathematics

TU Delft, Netherlands


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