  The paper is devoted to three-parametric self-similar Gaussian Volterra
processes that generalize fractional Brownian motion. We study the asymptotic
growth of such processes and the properties of long- and short-range
dependence. Then we consider the problem of the drift parameter estimation for
Ornstein-Uhlenbeck process driven by Gaussian Volterra process under
consideration. We construct a strongly consistent estimator and investigate its
asymptotic properties. Namely, we prove that it has the Cauchy asymptotic
distribution.
