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Then \\(\\{X_t\\}\\) is long range dependent. An aggregate variance estimator \\(\\hat {\\theta}_m\\) of the parameter \\(\\theta \\) is based on a procedure when the series \\(X_1,\\dots ,X_N\\) is divided into blocks of length \\(m=o(N)\\) and the observations in each block are replaced by their sample mean. The aggregated series is closer to Gaussian fractional noise than \\(\\{X_t\\}\\), but \\(\\hat {\\theta}_m\\) has a serious bias of order \\(1/\\log m\\).   The authors analyze a refined estimator \\(\\hat {\\theta}\\) which is based on least-squares regression across varying levels of aggregation. It is shown that \\(\\hat {\\theta}\\) is less biased than \\(\\hat {\\theta}_m\\). If \\(0.5<\\theta <1\\) then \\(\\hat {\\theta}\\) has a constant rate of convergence and asymptotically normal distribution. 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