Artificial intelligent assistant

Whittle estimator and Hurst parameter I'm in trouble finding the optimal estimator of the Hurst parameter in the fractional Brownian motion. Is there something better than the Whittle estimator? Thanks in advance

Call $(X_k)_{k\geqslant0}$ the values of the process observed at time intervals of length $T$. Ergodic estimators of $H$ based on the second moment are $$ \widehat H_n=\frac{\log\left(\sum\limits_{k=1}^n(X_k-X_{k-1})^2\right)-\log n}{2\log T}. $$ For a study of $\widehat H_n$ and some comparisons to other approaches, see New Estimation Techniques for Fractional Brownian Motion by V. Dobric, D. Scansaroli, R. Storer.

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