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This statement doesn't appear correct. An example of exactly self-similar process with H is Fractional Gaussian Noise (FGN) with \frac{1}{2}<H<1 . The reference to FGN indicates H is defined between (0,1). The constraint \frac{1}{2}<H<1 implies LRD. Should this statement be changed to "An example of exactly self-similar process with H is Fractional Gaussian Noise (FGN)."?
Please disregard this comment, I found the reference in the article "On the Nature of Ethernet." and added a citation.
- ^ SAMORODNITSKY, G. AND TAQQU, M. S. 1994. Stable Non-Gaussian Random Processes: Stochastic Models with Infinite Variance. Chapman & Hall, London