Variance Bound of ACF Estimation of One Block of fGn with LRD
Figure 1
Plots of ACF of fractional Gaussian noise. (a) ACF of fGn with LRD. Solid line is for H = 0.95, dot line is for H = 0.75, and dadot line is for H = 0.55. (b) ACF of fGn with SRD. Solid line is for H = 0.45, dot line is for H = 0.25, and dadot line is for H = 0.05.
