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We consider stochastic differential equation involving pathwise integral withrespect to fractional Brownian motion. The estimates for the Hurst parameterare constructed according to first- and second-order quadratic variations ofobserved values of the solution. The rate of convergence of these estimates tothe true value of a parameter is established.

The rate of convergence of estimate for Hurst index of fractional Brownian motion involved into stochastic differential equation