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We consider the problem of asymptotically efficient estimation of driftparameters of the ergodic fractional Ornstein-Uhlenbeck process undercontinuous observations when the Hurst parameter $H<1/2$ and the mean of itsstationary distribution is not equal to zero. In this paper, we deriveasymptotically efficient rates and variances of estimators of drift parametersand prove an asymptotic efficiency of a maximum likelihood estimator of driftparameters.

Asymptotically Efficient Estimation of Ergodic Rough Fractional Ornstein-Uhlenbeck Process under Continuous Observations