5 citations · 10 across the 8 of their papers we have counts for
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math.ST2021★ 3 cited
Confidence bands for exponential distribution functions under progressive type-II censoring
Stefan Bedbur, Fabian Mies
Based on a progressively type-II censored sample from the exponential distribution with unknown location and scale parameter, confidence bands are proposed for the underlying distr…
math.ST2019
Rate-optimal estimation of the Blumenthal-Getoor index of a Lévy process
Fabian Mies
The Blumenthal-Getoor (BG) index characterizes the jump measure of an infinitely active Lévy process. It determines sample path properties and affects the behavior of various econo…
math.ST2018
Estimation of state-dependent jump activity and drift for Markovian semimartingales
Fabian Mies
The jump behavior of an infinitely active Itô semimartingale can be conveniently characterized by a jump activity index of Blumenthal-Getoor type, typically assumed to be constant…