Yes and no.
I think it's worth analyzing exactly what it is about your favorite author's style that appeals to you so much. One good way to do that is to write a page or two in that style. However, these are not pages to publish or show anybody else. It's a fun exercise. Even better is to write the same paragraph or two in the style of several different authors.
When you turn to writing your own material, forget about trying to copy anybody else's style. You'll find some echoes of your favorite author's style if you look for them but you won't come off as a poor imitation.
Style or "voice" is a by-product, not a goal, and you may find it takes time for yours to emerge...and one day, when you've stopped worrying about it, it'll be there.
(Need some guidance? Get a copy of my book, "Your Writing Coach," published by Nicholas Brealey and available from Amazon or your other favorite book seller.)