7 citations · 8 across the 2 of their papers we have counts for
2 papers
cond-mat.stat-mech2026★ 1 cited
MF-toolkit: A High-Performance Python Library for Multifractal Analysis with Automated Crossover Detection, Source Identification and Application to Gravitational Waves Data
Nahuel Mendez, Maria Cristina Mariani Maria Pia Beccar-Varela, Osei Tweneboah +1
Multifractal Detrended Fluctuation Analysis (MFDFA) is a powerful and widely used technique for characterizing the scaling properties and long-range correlations of complex time se…
stat.AP2019★ 7 cited
Volatility Models Applied to Geophysics and High Frequency Financial Market Data
Maria C Mariani, Md Al Masum Bhuiyan, Osei K Tweneboah +2
This work is devoted to the study of modeling geophysical and financial time series. A class of volatility models with time-varying parameters is presented to forecast the volatili…