Correlation functions describing relaxation processes in proteins and other complex molecular systems are known to exhibit a nonexponential decay. The simulation study presented here shows that fractional Brownian dynamics is a good model for the internal dynamics of a lysozyme molecule in solution. We show that both the dynamic structure factor and the associated memory function fit well the corresponding analytical functions calculated from the model. The numerical analysis is based on autoregressive modeling of time series. (C) 2004 American Institute of Physics.