  Fractional Brownian motion (fBm) is a centered self-similar Gaussian process
with stationary increments, which depends on a parameter $H \in (0, 1)$ called
the Hurst index. The use of time-changed processes in modeling often requires
the knowledge of their second order properties such as covariance function.
This paper provides the explicit expression for the correlation structure for
time-changed fractional Brownian motion. Several examples useful in
applications are discussed.
