  Assuming that a threshold Ornstein-Uhlenbeck process is observed at discrete
time instants, we propose generalized moment estimators to estimate the
parameters. Our theoretical basis is the celebrated ergodic theorem. To use
this theorem we need to find the explicit form of the invariant measure. With
the sampling time step arbitrarily fixed, we prove the strong consistency and
asymptotic normality of our estimators as the sample size tends to infinity.
