  The three bright TeV blazars Mrk 421, Mrk 501 and PKS 2155-404 are highly
variable in synchrotron X-ray emission. In particular, these sources may
exhibit variable time lags between flux variations at different X-ray energy
bands. However, there are a number of issues that may significantly bias lag
determinations. Edelson et al. (2001) recently proposed that the lags on
timescales of hours, discovered by ASCA and BeppoSAX, could be an artifact of
periodic 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 lags
over timescales of hours can not be the spurious result of periodic gaps, while
periodic gaps indeed introduces uncertainty larger than what present in the
evenly sampled data. The results also show that time lag estimates can be
substantially improved by using evenly sampled light curves with large lag to
bin-size ratio. Furthermore, we consider an XMM-Newton observation without
interruptions and re-sample the light curves using the BeppoSAX observing
windows, and then repeat the same cross correlation function (CCF) analysis on
both the real and fake data. The results also show that periodic gaps in the
light curves do not significantly distort the CCF characters, and indeed the
CCF peak ranges of the real and fake data overlap. Therefore, the lags
discovered by ASCA and BeppoSAX are not due to periodic gaps in the light
curves.
