Variance Bound of ACF Estimation of One Block of fGn with LRD

Figure 3

Case study. Solid line: theoretic ACF of fGn. Dot line: ACF estimate. (a) FGn with H = 0.75. (b) AFC estimate for N = 256. (c) The first 64 points of Figure 3(b). (d) The first 128 points of Figure 3(b).

(a)

(b)

(c)

(d)