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

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

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

On the Coverage Probabilities of Parametric Confidence Bands for Continuous Distribution and Quantile Functions Constructed via Confidence Regions for a Location-Scale Parameter

Fabian Mies, Stefan Bedbur

Annals of the Institute of Statistical Mathematics, vol. 69, 2017, pp. 925-944

High-Frequency Inference for Stochastic Processes with Jumps of Infinite Activity

Fabian Mies

RWTH Aachen University, 2020