  We consider high frequency samples from ergodic L\'evy driven stochastic
differential equation (SDE) with drift coefficient $a(x,\alpha)$ and scale
coefficient $c(x,\gamma)$ involving unknown parameters $\alpha$ and $\gamma$.
We suppose that the L\'evy measure $\nu_{0}$, has all order moments but is not
fully specified. We will prove the joint asymptotic normality of some
estimators of $\alpha$, $\gamma$ and a class of functional parameter
$\int\varphi(z)\nu_0(dz)$, which are constructed in a two-step manner: first,
we use the Gaussian quasi-likelihood for estimation of $(\alpha,\gamma)$, and
then, for estimating $\int\varphi(z)\nu_0(dz)$ we makes use of the method of
moments based on the Euler-type residual with the the previously obtained
quasi-likelihood estimator.
