Research Article

The Structure of Autocovariance Matrix of Discrete Time Subfractional Brownian Motion

Table 3

The eigenvalues for and .

Eigenvalues

1.7622 0.95870.69170.56450.47670.49490.5758 0.7896
44.2106.5328.0 1114.914864.756663.7

1.67470.85650.57270.42500.27080.22570.19210.1675
2.0243 1.2651 1.0483 0.98281.0946 1.30231.72722.6539
65.2 159.1 491.5 1672.2 22303.185024.5

1.63880.81850.53340.38490.23030.18540.15190.1269
1.8072 1.0002 0.72550.5853 0.44320.40360.37590.3579
2.3187 1.6280 1.49551.53882.02592.60153.70246.0461
86.2211.6 654.92229.429745.5

1.62530.80400.51810.36890.21340.16800.13410.1086
1.71630.90080.61890.47260.32020.27560.24280.2170
1.95921.17110.91430.79140.68480.66470.65860.6634
2.63322.03352.01852.22113.28634.44866.646211.3163
107.0263.9818.12786.637191.8

1.61690.79530.50930.36020.20520.16020.12670.1008
1.67950.86040.57560.42650.26910.22210.18640.1580
1.80901.00150.72630.58560.44280.40280.37400.3538
2.12241.36071.13121.03700.99501.01311.05121.1094
2.96302.47482.60993.02314.88976.892310.688618.7933
127.7316.1981.23343.844642.2

1.61240.79060.50440.35530.20040.15540.12210.0956
1.65590.83570.55020.40100.24420.19780.16260.1366
1.74590.93100.64880.50140.34480.29740.26090.2329
1.91011.11410.84950.71890.59590.56640.54900.5396
2.29341.56541.37271.31911.37541.45481.56581.7135
3.30532.94773.26453.94036.84859.976015.948428.7840
148.4368.21144.23900.952096.5

1.60920.78730.50110.35210.19740.15260.11940.0931
1.64260.82160.53560.38610.22900.18280.14770.1240
1.70510.88740.60340.45470.29720.24970.21350.1825
1.81931.01050.73320.58950.43810.39240.35740.3303
2.01691.23580.98600.87030.77920.76770.77030.7820
2.47071.78341.63681.63631.82761.99522.21382.4955
3.65843.44913.97814.96899.173213.738522.534941.5840
169.0420.31307.14458.159554.7

1.63280.78520.49900.34990.19530.15060.11740.0919
1.60710.81160.52550.37600.21960.17370.13920.1151
1.68150.86210.57680.42710.26840.22080.18450.1531
1.76040.94650.66500.51810.36200.31470.27790.2508
1.89741.09670.82650.68900.54820.50720.47670.4532
2.12811.36531.13441.03870.99311.00831.04141.0888
2.65322.01321.92201.98732.35362.63953.00643.4756
4.02103.97674.74786.106011.873518.215530.551257.4685
189.5472.21469.95015.367016.9