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DOI: https://doi.org/10.1016/j.spl.2018.04.004

Funding agency	Grant number
Russian Science Foundation	14-49-00079 14-21-00162
Australian Research Council	DP150102758
Research of Y. Kutoyants (partially supported by the grant of RSF 14-49-00079) was devoted to the analytical study of the asymptotic behavior of the MLE and BE estimators (Sections 1 and 3, Theorem 2). Research of A.Novikov was supported by the RSF 14-21-00162 and it was devoted to the representation of the fractional Brownian motion (Sections 1 and 2, Theorem 2) and to the simulation results (Section 4). Research of L. Hin was supported by Australian Research Council DP150102758. The authors are grateful to T. G. Ling for providing the C++ code for simulation of fBm.

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