  Ornstein-Uhlenbeck processes driven by general L\'{e}vy process are
considered in this paper. We derive strongly consistent estimators for the
moments of the underlying L\'{e}vy process and for the mean reverting parameter
of the Ornstein-Uhlenbeck process. Moreover, we prove that the estimators are
asymptotically normal. Finally, we test the empirical performance of our
estimators in a simulation study and we fit the model to real data.
