Fabian Mies

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.

News: Our proposal in the Large-Scale Research Infrastructure (LSRI) programme of NWO got funded. In the UTOPYS project, we will work in an interdisciplinary consortium to understand and shape the future energy system. Read more about the project.

Recent Publications and Preprints

Besov-Orlicz moduli of Brownian motion and polygonal partial sum processes

Fabian Mies

arXiv, 2603.25966

Empirical Orlicz norms

Fabian Mies

Statistics & Probability Letters, vol. 235(110734), 2026

Simultaneous Nonparametric Confidence Bands for Load-Sharing Systems

Stefan Bedbur, Johann Köhne, Fabian Mies

AStA Advances in Statistical Analysis, to appear, 2026

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

Rough Hurst function estimation

Fabian Mies, Benedikt Wilkens

arXiv, 2511.10103, 2025

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

Johann Köhne, Fabian Mies

arXiv, 2506.05112, 2025

View all

Contact

Fabian Mies

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

Delft Institute of Applied Mathematics

TU Delft, Netherlands