  We present an asymptotic expansion formula of an estimator for the drift
coefficient of the fractional Ornstein-Uhlenbeck process. As the machinery, we
apply the general expansion scheme for Wiener functionals recently developed by
the authors [26]. The central limit theorem in the principal part of the
expansion has the classical scaling T^{1/2}. However, the asymptotic expansion
formula is a complex in that the order of the correction term becomes the
classical T^{-1/2} for H in (1/2,5/8), but T^{4H-3} for H in [5/8, 3/4).
