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Sven Knoth

Mathematiker

Name	Sven Knoth
Place	Deutschland
Gender	männlich
Academic degree	Prof. Dr.
Profession	Mathematiker (characteristic profession) Statistiker
Variant	S. Knoth
Related	Helmut-Schmidt-Universität/Universität der Bundeswehr Hamburg Technische Universität Chemnitz
Further information	Professur für Rechnergestützte Statistik; Helmut-Schmidt-Universität (HSU), 2009-
Source	https://www.hsu-hh.de/compstat/sven-knoth (Stand: 30.01.2025)
Record type	Person
GND-Identifier	128957573
Record ID	128957573
Involved in show all Frontiers in Statistical Quality Control 13 Dating the start of the US house price bubble: an application of statistical process control On ARL-unbiased c-charts for INAR(1) Poisson counts EWMA p charts for detecting changes in mean or scale of normal variates Frontiers in Statistical Quality Control 11 Eyes wide shut? : the US house market bubble trough the lense of statistical process control Eyes wide shut? The U.S. house market bubble through the lense of statistical process control Misleading signals in simultaneous residual schemes for the mean and variance of a stationary process Accurate ARL computation for EWMA-S2 control charts Statistical Process Control Accurate ARL computation for EWMA-S2 control charts Computation of the ARL for CUSUM-S2 schemes EWMA schemes with non homogeneous transition kernels Statistical process control Control charts for time series : a review Kontrollkarten für abhängige Zufallsvariablen Monitoring the mean and the variance of a stationary process Simultaneous Shewhart type charts for the mean and the variance of a time series A comparison of several methods for estimating Beta factors at Polish stock market Exact average run length of CUSUM schemes for Erlang distributions On the run length of the EWMA scheme - a monotonicity result of normal variables Quasi-stationarity of CUSUM schemes for Erlang distributions Quasistationäre CUSUM-Verfahren bei Erlangverteilung

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Sven Knoth

Frontiers in Statistical Quality Control 13

Dating the start of the US house price bubble: an application of statistical process control

On ARL-unbiased c-charts for INAR(1) Poisson counts

EWMA p charts for detecting changes in mean or scale of normal variates

Frontiers in Statistical Quality Control 11

Eyes wide shut? : the US house market bubble trough the lense of statistical process control

Eyes wide shut? The U.S. house market bubble through the lense of statistical process control

Misleading signals in simultaneous residual schemes for the mean and variance of a stationary process

Accurate ARL computation for EWMA-S2 control charts

Statistical Process Control

Accurate ARL computation for EWMA-S2 control charts

Computation of the ARL for CUSUM-S2 schemes

EWMA schemes with non homogeneous transition kernels

Statistical process control

Control charts for time series : a review

Kontrollkarten für abhängige Zufallsvariablen

Monitoring the mean and the variance of a stationary process

Simultaneous Shewhart type charts for the mean and the variance of a time series

A comparison of several methods for estimating Beta factors at Polish stock market

Exact average run length of CUSUM schemes for Erlang distributions

On the run length of the EWMA scheme - a monotonicity result of normal variables

Quasi-stationarity of CUSUM schemes for Erlang distributions

Quasistationäre CUSUM-Verfahren bei Erlangverteilung