Owlstown Text-Only

Fabian Mies

Go to full site
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.

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

ALEA, accepted, 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

[Contact picture]
Fabian Mies

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

Delft Institute of Applied Mathematics

TU Delft, Netherlands