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I have a question about the relationship between the Hurst exponent $H$ and the $\alpha$ parameter in the autocorrelation function when long memory is present. As we know in this case the decay of the autocorrelation function is a power law

$p(k)=Ck^{-\alpha}$

and according to many sources, the $\alpha$ parameter is related to $H$ as

$H=1-\dfrac{\alpha}{2}$ or $\alpha=2-2H$

Can someone what's the origin of this relationship? or where can I find more information?

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