  This paper developed an inference problem for Vasicek model driven by a
general Gaussian process. We construct a least squares estimator and a moment
estimator for the drift parameters of the Vasicek model, and we prove the
consistency and the asymptotic normality. Our approach extended the result of
Xiao and Yu (2018) for the case when noise is a fractional Brownian motion with
Hurst parameter H \in [1/2,1).
