  We consider Langevin equation involving fractional Brownian motion with Hurst
index $H\in(0,\frac12)$. Its solution is the fractional Ornstein-Uhlenbeck
process and with unknown drift parameter $\theta$. We construct the estimator
that is similar in form to maximum likelihood estimator for Langevin equation
with standard Brownian motion. Observations are discrete in time. It is assumed
that the interval between observations is $n^{-1}$, i.e. tends to zero (high
frequency data) and the number of observations increases to infinity as $n^m$
with $m>1$. It is proved that for positive $\theta$ the estimator is strongly
consistent for any $m>1$ and for negative $\theta$ it is consistent when
$m>\frac{1}{2H}$.
