  The mixed fractional Vasicek model, which is an extended model of the
traditional Vasicek model, has been widely used in modelling volatility,
interest rate and exchange rate. Obviously, if some phenomenon are modeled by
the mixed fractional Vasicek model, statistical inference for this process is
of great interest. Based on continuous time observations, this paper considers
the problem of estimating the drift parameters in the mixed fractional Vasicek
model. We will propose the maximum likelihood estimators of the drift
parameters in the mixed fractional Vasicek model with the Radon-Nikodym
derivative for a mixed fractional Brownian motion. Using the fundamental
martingale and the Laplace transform, both the strong consistency and the
asymptotic normality of the maximum likelihood estimators have been established
for all $H\in(0,1)$, $H\neq 1/2$.
