Prof. Dr. Fabian Mies

Preprints

• Besov-Orlicz moduli of Brownian motion and polygonal partial sum processes.
  Fabian Mies
  arXiv, 2603.25966, 2026
• 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

peer-reviewed

• Empirical Orlicz norms
  Fabian Mies
  Statistics & Probability Letters, vol. 235(110734), 2026
• Multifractional Stable Motion with Random Hurst Exponent
  Fabian Mies, Duuk Sikkens
  ALEA, vol. 23, 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
• Strong Gaussian approximations with random multipliers
  Fabian Mies
  Springer Proceedings in Mathematics & Statistics, A. Steland, E. Rafajłowicz, N. Parolya, Stochastic Models, Statistics and Their Applications. SMSA 2024, vol. 499, Springer, 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
• 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

Thesis

• High-Frequency Inference for Stochastic Processes with Jumps of Infinite Activity
  Fabian Mies
  RWTH Aachen University, 2020