Fabian Mies

I am Assistant Professor of Statistics at TU Delft, Netherlands, and Professor of Mathematical Statistics & Data Science at Ruhr University Bochum, Germany.

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

Besov-Orlicz moduli of Brownian motion and polygonal partial sum processes

Fabian Mies

arXiv, 2603.25966, 2026

Empirical Orlicz norms

Fabian Mies

Statistics & Probability Letters, vol. 235(110734), 2026

Rough Hurst function estimation

Fabian Mies, Benedikt Wilkens

Stochastic Processes and their Applications, accepted, 2026

Multifractional Stable Motion with Random Hurst Exponent

Fabian Mies, Duuk Sikkens

ALEA, vol. 23, 2026

Self-normalised change point tests that remain pivotal under non-stationarity

Florian Heinrichs, Fabian Mies

arXiv, 2610.39404, 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

View all

Contact

[Contact picture]

Fabian Mies

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

Delft Institute of Applied Mathematics

TU Delft, Netherlands