  We investigate the fractional Vasicek model described by the stochastic
differential equation $dX_t=(\alpha -\beta X_t)\,dt+\gamma \,dB^H_t$,
$X_0=x_0$, driven by the fractional Brownian motion $B^H$ with the known Hurst
parameter $H\in (1/2,1)$. We study the maximum likelihood estimators for
unknown parameters $\alpha$ and $\beta$ in the non-ergodic case (when $\beta
<0$) for arbitrary $x_0\in \mathbb{R}$, generalizing the result of Tanaka, Xiao
and Yu (2019) for particular $x_0=\alpha /\beta$, derive their asymptotic
distributions and prove their asymptotic independence.
