  Let the Ornstein-Uhlenbeck process $(X_t)_{t\ge0}$ driven by a fractional
Brownian motion $B^{H }$, described by $dX_t = -\theta X_t dt + \sigma dB_t^{H
}$ be observed at discrete time instants
  $t_k=kh$, $k=0, 1, 2, \cdots, 2n+2 $. We propose ergodic type statistical
estimators $\hat \theta_n $, $\hat H_n $ and $\hat \sigma_n $ to estimate all
the parameters $\theta $, $H $ and $\sigma $ in the above Ornstein-Uhlenbeck
model simultaneously. We prove the strong consistence and the rate of
convergence of the estimators. The step size $h$ can be arbitrarily fixed and
will not be forced to go zero, which is usually a reality. The tools to use are
the generalized moment approach (via ergodic theorem) and the Malliavin
calculus.
