Fabian Mies

Available identifiers

Publication	Date of Publication	Type
Sequential Gaussian approximation for nonstationary time series in high dimensions	2024-11-12	Paper
Estimation of mixed fractional stable processes using high-frequency data	2024-01-04	Paper
An efficient jump-diffusion approximation of the Boltzmann equation	2023-07-21	Paper
Functional Estimation and Change Detection for Nonstationary Time Series	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	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	2021-09-03	Paper
Confidence bands for exponential distribution functions under progressive type-II censoring	2021-06-04	Paper
Rate-optimal estimation of the Blumenthal-Getoor index of a Lévy process	2020-12-15	Paper
Estimation of state-dependent jump activity and drift for Markovian semimartingales	2020-06-15	Paper
Nonparametric Gaussian inference for stable 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	2017-10-11	Paper

This page was built for person: Fabian Mies