  We construct the maximum likelihood estimator (MLE) of the unknown drift
parameter $\theta\in \mathbb{R}$ in the linear model $X_t=\theta t+\sigma
B^{H_1}(t)+B^{H_2}(t),\;t\in[0,T],$ where $B^{H_1}$ and $B^{H_2}$ are two
independent fractional Brownian motions with Hurst indices $\frac12<H_1<H_2<1.$
The formula for MLE is based on the solution of the integral equation with weak
polar kernel.
