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The three bright TeV blazars Mrk 421, Mrk 501 and PKS 2155-404 are highlyvariable in synchrotron X-ray emission. In particular, these sources mayexhibit variable time lags between flux variations at different X-ray energybands. However, there are a number of issues that may significantly bias lagdeterminations. Edelson et al. (2001) recently proposed that the lags ontimescales of hours, discovered by ASCA and BeppoSAX, could be an artifact ofperiodic gaps in the light curves introduced by the Earth occultation every\~1.6 hr. Using Monte Carlo simulations, in this paper we show that the lagsover timescales of hours can not be the spurious result of periodic gaps, whileperiodic gaps indeed introduces uncertainty larger than what present in theevenly sampled data. The results also show that time lag estimates can besubstantially improved by using evenly sampled light curves with large lag tobin-size ratio. Furthermore, we consider an XMM-Newton observation withoutinterruptions and re-sample the light curves using the BeppoSAX observingwindows, and then repeat the same cross correlation function (CCF) analysis onboth the real and fake data. The results also show that periodic gaps in thelight curves do not significantly distort the CCF characters, and indeed theCCF peak ranges of the real and fake data overlap. Therefore, the lagsdiscovered by ASCA and BeppoSAX are not due to periodic gaps in the lightcurves.Comment: 13 pages, 6 figures, accepted for publication in Ap

The Effects of Periodically Gapped Time Series on Cross‐Correlation Lag Determinations