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.

翻译：本文的目的是为双倍指数Ornstein-Uhlenbeck过程的参数建立测算器,在与时间步骤大小相隔的瞬间观测到。 测算器的存在和独特性、强有力的一致性和无症状的正常性为任意固定的时间步骤尺寸所获得。 建议采用双倍指数Ornstein-Uhlenbeck过程的模拟方法,并进行一些数字模拟,以证明拟议的测算器的有效性。