Several statistical models that imply the fractional Ornstein-Uhlenbeck (fOU) process will be presented: direct observations of the process or partial observations in an additive independent noise, continuous observations or discrete observations. In this different settings, we exhibit large sample (or high-frequency) asymptotic properties of the estimators (maximum likelihood estimator, quadratic variation based estimator, moment estimator, …) for all parameters of interest of the fOU. We also illustrate our results with the R package yuima.