Key points are not available for this paper at this time.
A strongly dependent Gaussian sequence has a spectral density f (x, ) satisfying f (x, ) |x|^- () L_ (x) as x 0, where 0 < () < 1 and L_ (x) varies slowly at 0. Here is a vector of unknown parameters. An estimator for is proposed and shown to be consistent and asymptotically normal under appropriate conditions. These conditions are satisfied by fractional Gaussian noise and fractional ARMA, two examples of strongly dependent sequences.
Fox et al. (Sun,) studied this question.