| Eingereicht (Sortieren nach: Erscheinungsdatum | Titel) |
| Mies, F., Sadr, M. & Torrilhon, M. (2021). An efficient jump-diffusion approximation of the Boltzmann equation. arXiv preprint, 2112.08362. Verfügbar unter http://arxiv.org/abs/2112.08362 |
| Chong, C., Delerue, T. & Mies, F. (2022). Rate-optimal estimation of mixed semimartingales. arXiv preprint, 2207.10464. Verfügbar unter http://arxiv.org/abs/2207.10464 |
| Mies, F. & Podolskij, M. (2022). Estimation of mixed fractional stable processes using high-frequency data. arXiv preprint, 2208.07453. Verfügbar unter http://arxiv.org/abs/2208.07453 |
| Mies, F. & Steland, A. (2022). Projection inference for high-dimensional covariance matrices with structured shrinkage targets. arXiv preprint, 2211.02368. Verfügbar unter http://arxiv.org/abs/2211.02368 |
| Zeitschriften (Sortieren nach: Erscheinungsdatum | Titel) |
| Mies, F. & Bedbur, S. (2017). 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, 69, 925-944. Verfügbar unter http://doi.org/10/gvbk |
| Mies, F. & Steland, A. (2019). Nonparametric Gaussian inference for stable processes. Statistical Inference for Stochastic Processes, 22 (3), 525-555. Verfügbar unter http://doi.org/10/gvbm |
| Mies, F. & Bedbur, S. (2020). Exact Semiparametric Inference and Model Selection for Load-Sharing Systems. IEEE Transactions on Reliability, 69 (3), 863-872. Verfügbar unter http://arxiv.org/abs/1909.07187 |
| Mies, F. (2020). Rate-optimal estimation of the Blumenthal–Getoor index of a Lévy process. Electronic Journal of Statistics, 14 (2), 4165-4206. Verfügbar unter http://doi.org/10/gvbn |
| Mies, F. (2021). Estimation of state-dependent jump activity and drift for Markovian semimartingales. Journal of Statistical Planning and Inference, 210, 114-140. Verfügbar unter http://arxiv.org/abs/1811.06351 |
| Loboda, D., Mies, F. & Steland, A. (2021). Regularity of multifractional moving average processes with random Hurst exponent. Stochastic Processes and their Applications, 140, 21-48. Verfügbar unter http://doi.org/10/gvbp |
| Mies, F. (2021). Functional estimation and change detection for nonstationary time series. Journal of the American Statistical Association, accepted. Verfügbar unter http://doi.org/10/gvbj |
| Bedbur, S. & Mies, F. (2022). Confidence bands for exponential distribution functions under progressive type-II censoring. Journal of Statistical Computation and Simulation, 92, 60-80. Verfügbar unter http://arxiv.org/abs/2106.02727 |
| Mies, F. & Steland, A. (2022). Sequential Gaussian approximation for nonstationary time series in high dimensions. Bernoulli, accepted. Verfügbar unter http://arxiv.org/abs/2203.03237 |
Institut für Statistik und Wirtschaftsmathematik
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