Variance Bound of ACF Estimation of One Block of fGn with LRD
Figure 4
Solid line: theoretic ACF of FGN. Dot line: ACF estimate. (a) ACF estimate of fGn with H = 0.75 for N = 2048. (b) The first 64 points of Figure 4(b). (c) The first 128 points of Figure 4(b). (d) The first 256 points of Figure 4(b).
