We consider a stationary AR(1) process with ARCH(1) errors given by the stochastic difference equation $X_{t}=\alpha X_{t-1}+\sqrt{\beta +\lambda X_{t-1}^{2 ...

Total internal reflection–fluorescence correlation spectroscopy (TIR-FCS) is an emerging technique that is used to measure events at or near an interface, including local fluorophore concentrations, ...

An important part of the identification and diagnostic checking of space-time ARMA models is the evaluation of the significance of the autocorrelations of the observations and residuals, respectively.

An autocorrelation function (ACF) measurement can only be performed after assessing a specific sample type for an appropriate probe particle type, concentration and size to obtain Microrheology data.