Research Article
The Structure of Autocovariance Matrix of Discrete Time Subfractional Brownian Motion
Table 6
The values of
with
, , and
.
| | | | | | | | | |
| | 9 | 11 | 11 | 9 | 11 | 17 | 22 | 27 | | 18 | 22 | 22 | 18 | 22 | 34 | 44 | 54 | | 27 | 33 | 33 | 27 | 33 | 51 | 66 | 81 | | 36 | 44 | 44 | 36 | 44 | 67 | 88 | 108 | | 45 | 55 | 55 | 45 | 55 | 84 | 110 | 135 | | 54 | 66 | 66 | 54 | 66 | 101 | 132 | 161 | | 63 | 77 | 77 | 63 | 77 | 118 | 154 | 188 | | 72 | 88 | 88 | 72 | 88 | 134 | 176 | 215 |
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