  We consider an estimator for the location of a shift in the mean of
long-range dependent sequences. The estimation is based on the two-sample
Wilcoxon statistic. Consistency and the rate of convergence for the estimated
change point are established. In the case of a constant shift height, the $1/n$
convergence rate (with $n$ denoting the number of observations), which is
typical under the assumption of independent observations, is also achieved for
long memory sequences. It is proved that if the change point height decreases
to $0$ with a certain rate, the suitably standardized estimator converges in
distribution to a functional of a fractional Brownian motion. The estimator is
tested on two well-known data sets. Finite sample behaviors are investigated in
a Monte Carlo simulation study.
