This paper proposes consistent and asymptotically Gaussian estimators for the parameters <InlineEquation ID="IEq1"> <EquationSource Format="TEX">$$\lambda , \sigma $$</EquationSource> </InlineEquation> and <InlineEquation ID="IEq2"> <EquationSource Format="TEX">$$H$$</EquationSource> </InlineEquation> of the discretely observed fractional Ornstein–Uhlenbeck process solution of the stochastic differential equation <InlineEquation ID="IEq3"> <EquationSource Format="TEX">$$d Y_t=-\lambda Y_t dt + \sigma d W_t^H$$</EquationSource> </InlineEquation>, where <InlineEquation ID="IEq4"> <EquationSource...</equationsource></inlineequation></equationsource></inlineequation></equationsource></inlineequation></equationsource></inlineequation>