Dr. rer. nat. F. (Fabian) Mies

Dr. rer. nat. F. (Fabian) Mies

Profile

Since October 2023, I am Assistant Professor of Statistics at TU Delft. Previously, I was interim professor of Computational Statistics at RWTH Aachen University, Germany.

 
My research interests include:
 
  • ​​​​​​​Multiscaling stochastic processes
  • Nonstationary time series
  • Changepoint testing
  • Nonparametric testing and estimation
  • High-frequency financial econometrics
​​​​​​​A full list of publications is available on my personal website.
 

Ancillary activities