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We study the problem of parametric estimation for continuously observedstochastic processes driven by additive small fractional Brownian motion withHurst index 0<H<1/2 and 1/2<H<1. Under some assumptions on the driftcoefficient, we obtain the asymptotic normality and moment convergence ofmaximum likelihood estimator of the drift parameter .

Parameter estimation of stochastic differential equation driven by small fractional noise