Local asymptotic normality property for fractional Gaussian noise under   high-frequency observations
  Local Asymptotic Normality (LAN) property for fractional Gaussian noise under high-frequency observations is proved with a non-diagonal rate matrix depending on the parameter to be estimated. In contrast to the LAN families in the literature, non-diagonal rate matrices are inevitable. 
Alexandre Brouste and Masaaki Fukasawa
math.ST stat.TH