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Fabian Mies

Publications
Short CV
PowerWeb Institute
Probability & Statistics Seminar
SMSA 2024
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

Empirical Orlicz norms

Fabian Mies

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

Multifractional Stable Motion with Random Hurst Exponent

Fabian Mies, Duuk Sikkens

arXiv, 2604.27682, 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

View all

Contact

Fabian Mies

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

Delft Institute of Applied Mathematics

TU Delft, Netherlands

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