2026-07-072026-07-07http://salesiana.dossiersoluciones.com/handle/123456789/143618This paper introduces a semiparametric regression estimator of the memory parameter for long-memory time series process. It is based on the regression in a neighborhood of the zero-frequency of the periodogram averaged over epochs. The proposed estimator is theoretically justified and empirical Monte Carlo investigation gives evidence that the method is very promising to estimate the long-memory parameter.20 pagesStatistics Theory60G10, G0G18text