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. Author manuscript; available in PMC: 2012 Oct 15.
Published in final edited form as: Physica A. 1999 Mar 15;265(1-2):85–96. doi: 10.1016/S0378-4371(98)00479-8

Fig. 1.

Fig. 1

Accuracy of the standard approximate scaled windowed variance relationship for DfBm. The percent difference between the expected value of the averaged variance (Eq. (2j)) and the approximate expected value of the averaged variance (Eq. (2k)), is plotted as a function of window size, m, and H.