Fabian Mies

MaRDI QIDQ1979894zbMATH OpenFDO

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Sequential Gaussian approximation for nonstationary time series in high dimensions Bernoulli	2024-11-12	Paper
Estimation of mixed fractional stable processes using high-frequency data The Annals of Statistics	2024-01-04	Paper
Estimation of mixed fractional stable processes using high-frequency data The Annals of Statistics	2024-01-04	Paper
An efficient jump-diffusion approximation of the Boltzmann equation Journal of Computational Physics	2023-07-21	Paper
Functional Estimation and Change Detection for Nonstationary Time Series Journal of the American Statistical Association	2023-07-04	Paper
Projection inference for high-dimensional covariance matrices with structured shrinkage targets	2022-11-04	Paper
Rate-optimal estimation of mixed semimartingales	2022-07-21	Paper
Confidence bands for exponential distribution functions under progressive type-II censoring Journal of Statistical Computation and Simulation	2022-03-24	Paper
Sequential Gaussian approximation for nonstationary time series in high dimensions	2022-03-07	Paper
Regularity of multifractional moving average processes with random Hurst exponent Stochastic Processes and their Applications	2021-09-03	Paper
Confidence bands for exponential distribution functions under progressive type-II censoring (available as arXiv preprint)	2021-06-04	Paper
Rate-optimal estimation of the Blumenthal-Getoor index of a Lévy process Electronic Journal of Statistics	2020-12-15	Paper
Rate-optimal estimation of the Blumenthal-Getoor index of a Lévy process Electronic Journal of Statistics	2020-12-15	Paper
Estimation of state-dependent jump activity and drift for Markovian semimartingales Journal of Statistical Planning and Inference	2020-06-15	Paper
Nonparametric Gaussian inference for stable processes Statistical Inference for Stochastic Processes	2019-10-23	Paper
On the coverage probabilities of parametric confidence bands for continuous distribution and quantile functions constructed via confidence regions for a location-scale parameter Annals of the Institute of Statistical Mathematics	2017-10-11	Paper

Research outcomes over time

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