- Asymptotic and nonparametric statistics
- Statistics for stochastic processes
- Nonstationary time series
- Changepoint inference
- Reliability theory
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
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