Hurst estimation in small samples

I'm trying to estimate the Hurst exponent of a time series which I believe behaves as a fractional Brownian motion. My problem is that all the estimation methods I have found so far (r/s, Whittle, etc..) work asymptotically as $$N\rightarrow \infty$$, while I have a relatively small sample, $$N<300$$. Do you know of any estimation method that works in small sample? Or maybe a small sample correction for the classic ones