In Chen and Zhou 2021, they consider an inference problem for an Ornstein-Uhlenbeck process driven by a general one-dimensional centered Gaussian process $(G_t)_{t\ge 0}$. The second order mixed partial derivative of the covariance function $ R(t,\, s)=\mathbb{E}[G_t G_s]$ can be decomposed into two parts, one of which coincides with that of fractional Brownian motion and the other is bounded by $(ts)^{H-1}$ with $H\in (\frac12,\,1)$, up to a constant factor. In this paper, we investigate the same problem but with the assumption of $H\in (0,\,\frac12)$. It is well known that there is a significant difference between the Hilbert space associated with the fractional Gaussian processes in the case of $H\in (\frac12, 1)$ and that of $H\in (0, \frac12)$. The starting point of this paper is a new relationship between the inner product of $\mathfrak{H}$ associated with the Gaussian process $(G_t)_{t\ge 0}$ and that of the Hilbert space $\mathfrak{H}_1$ associated with the fractional Brownian motion $(B^{H}_t)_{t\ge 0}$. Then we prove the strong consistency with $H\in (0, \frac12)$, and the asymptotic normality and the Berry-Ess\'{e}en bounds with $H\in (0,\frac38)$ for both the least squares estimator and the moment estimator of the drift parameter constructed from the continuous observations. A good many inequality estimates are involved in and we also make use of the estimation of the inner product based on the results of $\mathfrak{H}_1$ in Hu, Nualart and Zhou 2019.

翻译：在Chen 和 Zhou 2021 中,他们认为Ornstein- Uhlenbeck 过程有一个发酵问题, 其中一个与分数布朗运动的吻合, 另一个与美元一维核心高斯进程驱动的美元( g_t)\\ t\\ gge 0美元。 在本文中, 我们调查同样的问题, 但假设 $( t,\, s)\\ mathb{ E} [G_ t G_] 美元可以分解成两个部分, 其中一个与分数布朗运动的分数相吻合, 另一部分则与美元( t\ c) h-1} 和 美元核心高( t) 美元核心( 12,\\\ 1) 美元, 直到一个不变因素。 在本文中, 美元正常的值( 0,\\ h) 美元 数值的分数( t=xxxxx) 。