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              <p>The fluctuation analysis (FA) and the detrended fluctuation analysis (DFA) make it possible to estimate the Hurst exponent H, which characterizes the self-similarity of a signal. Both are based on the fact that the so-called fluctuation function, which can be seen as an approximation of the standard deviation of the process scaled in time by multiplying the time variable by a positive constant, depends on H. The main novelty of the paper is to provide the expression of the variance of the square of the fluctuation function, by using a matrix formulation. We show that it depends on the correlation function of the signal under study when it is zero-mean and Gaussian. Illustrations are given when dealing with a zero-mean white Gaussian noise. Moving average processes and first-order autoregressive processes are also addressed.</p>
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