| Sequential Gaussian approximation for nonstationary time series in high dimensions F Mies, A Steland Bernoulli 29 (4), 3114-3140, 2023 | 22 | 2023 |
| Regularity of multifractional moving average processes with random Hurst exponent D Loboda, F Mies, A Steland Stochastic processes and their applications 140, 21-48, 2021 | 14 | 2021 |
| Rate-optimal estimation of the Blumenthal–Getoor index of a Lévy process F Mies Electronic Journal of Statistics 14 (2), 4165-4206, 2020 | 14 | 2020 |
| Exact semiparametric inference and model selection for load-sharing systems F Mies, S Bedbur IEEE Transactions on Reliability 69 (3), 863-872, 2019 | 10 | 2019 |
| Rate-optimal estimation of mixed semimartingales CH Chong, T Delerue, F Mies The Annals of Statistics 53 (1), 219-244, 2025 | 9 | 2025 |
| Functional estimation and change detection for nonstationary time series F Mies Journal of the American Statistical Association 118 (542), 1011-1022, 2023 | 9 | 2023 |
| An efficient jump-diffusion approximation of the Boltzmann equation F Mies, M Sadr, M Torrilhon Journal of Computational Physics 490, 112308, 2023 | 6 | 2023 |
| Estimation of mixed fractional stable processes using high-frequency data F Mies, M Podolskij The Annals of Statistics 51 (5), 1946-1964, 2023 | 5 | 2023 |
| Confidence bands for exponential distribution functions under progressive type-II censoring S Bedbur, F Mies Journal of statistical computation and simulation 92 (1), 60-80, 2022 | 5 | 2022 |
| Nonparametric Gaussian inference for stable processes F Mies, A Steland Statistical Inference for Stochastic Processes 22 (3), 525-555, 2019 | 5 | 2019 |
| Efficiently computable safety bounds for gaussian processes in active learning J Tebbe, C Zimmer, A Steland, M Lange-Hegermann, F Mies International Conference on Artificial Intelligence and Statistics, 1333-1341, 2024 | 3 | 2024 |
| Estimation of state-dependent jump activity and drift for Markovian semimartingales F Mies Journal of Statistical Planning and Inference 210, 114-140, 2021 | 3 | 2021 |
| High-frequency inference for stochastic processes with jumps of infinite activity F Mies, M Bibinger, A Steland, M Podolskij PhD thesis, RWTH Aachen University, 2020 | 3 | 2020 |
| Projection inference for high-dimensional covariance matrices with structured shrinkage targets F Mies, A Steland Electronic Journal of Statistics 18 (1), 1643-1676, 2024 | 2 | 2024 |
| On the coverage probabilities of parametric confidence bands for continuous distribution and quantile functions constructed via confidence regions for a location-scale parameter F Mies, S Bedbur Annals of the Institute of Statistical Mathematics 69, 925-944, 2017 | 2 | 2017 |
| Supplement to “Estimation of mixed fractional stable processes using high-frequency data.” F Mies, M Podolskij | 1 | 2023 |
| Computational Methods for Path-based Robust Flows F Mies, B Peis, A Wierz arXiv preprint arXiv:1705.08161, 2017 | 1 | 2017 |
| Likelihood asymptotics of stationary Gaussian arrays CH Chong, F Mies arXiv preprint arXiv:2502.09229, 2025 | | 2025 |
| THE ANNALS N IGNATIADIS, B SEN, P RIGOLLET, AJ STROMME, Y ZHOU, Y CHEN, ... THE ANNALS OF STATISTICS 53 (1), 2025 | | 2025 |
| Strong Gaussian approximations with random multipliers F Mies arXiv preprint arXiv:2412.14346, 2024 | | 2024 |
