  The goal of this paper is to construct ergodic estimators for the parameters
in the double exponential Ornstein-Uhlenbeck process, observed at discrete time
instants with time step size h. The existence and uniqueness, the strong
consistency, and the asymptotic normality of the estimators are obtained for
arbitrarily fixed time step size h. A simulation method of the double
exponential Ornstein-Uhlenbeck process is proposed and some numerical
simulations are performed to demonstrate the effectiveness of the proposed
estimators.
