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. Author manuscript; available in PMC: 2012 Dec 31.
Published in final edited form as: Ann Appl Stat. 2012 Sep;6(3):1209–1235. doi: 10.1214/11-AOAS532

Figure 4.

Figure 4

Variance functions used in literature provide partial approximation to the “true” functional form for Cantone et al. [10]. For small time steps a power law Δα provides a good approximation, but for larger time steps a constant variance function may be more appropriate. In practice the precise form of htrue will be unknown.