  We present the results of a simulation study into the properties of 12
different estimators of the Hurst parameter, $H$, or the fractional integration
parameter, $d$, in long memory time series. We compare and contrast their
performance on simulated Fractional Gaussian Noises and fractionally integrated
series with lengths between 100 and 10,000 data points and $H$ values between
0.55 and 0.90 or $d$ values between 0.05 and 0.40. We apply all 12 estimators
to the Campito Mountain data and estimate the accuracy of their estimates using
the Beran goodness of fit test for long memory time series. MCS code: 37M10
