We consider a general long memory time series, assumed stationary and linear, but not necessarily Gaussian or generated by a finite-parameter model. For such a process, we derive the asymptotic joint distribution of the normalized periodogram at a fixed, finite collection of Fourier frequencies....

We consider semiparametric fractional exponential (FEXP) estimators of the memory parameter d for a potentially non-stationary linear long-memory time series with additive polynomial trend. We use differencing to annihilate the polynomial trend, followed by tapering to handle the potential...