We consider semi parametric estimation of the long-memory parameter of a stationaryprocess in the presence of an additive nonparametric mean function. We use a semi parametric Whittle type estimator, applied to the tapered, differenced series. Since the mean function is not necessarily...

This paper provides extensions of the work on subsampling by Bertail et al. (2004) for strongly mixing case to weakly dependent case by application of the results of Doukhan and Louhichi (1999). We investigate properties of smooth and rough subsampling estimators for distributions of converging...