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
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
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