The Byzantines considered themselves Romans and it was the same state as the Roman Empire. I also know that the name “Byzantine Empire” was a name that was given to it after the fact and was not used by the Byzantines themselves. So would your average Western European in, say, the 14th Century have considered the Byzantine Empire to be the same state as the the Roman Empire of Augustus and Constantine?
No, probably not! It's a complicated topic and more can always be said, but I answered a similar question in the past: