Entropy and alternative entropy functionals of fractional Gaussian noise as the functions of Hurst index

Abstract This paper is devoted to the study of properties entropy as a function Hurst index, which corresponds fractional Gaussian noise. Since vector depends on determinant covariance matrix, and behavior this index rather difficult analytically at high dimensions, we also consider simple alternative functionals, whose behavior, one hand, mimics and, other not study. Asymptotic normalized (so called rate) studied for functionals.