We will consider the following stochastic differential equation (SDE): \begin{equation} X_t=X_0+\int_0^tb(X_s,θ_0)ds+σB_t,~~~t\in(0,T], \end{equation} where $\{B_t\}_{t\ge 0}$ is a fractional Brownian motion with Hurst index $H\in(1/2,1)$, $θ_0$ is a parameter that contains a bounded and open convex subset $Θ\subset\mathbb{R}^d$, $\{b(\cdot,θ),θ\inΘ\}$ is a family of drift coefficients with $b(\cdot,θ):\mathbb{R}\rightarrow\mathbb{R}$, and $σ\in\mathbb{R}$ is assumed to be the known diffusion coefficient.