We consider a one dimensional ergodic diffusion process solution of a stochastic differential equation. We suppose that the diffusion coefficient is known whereas the drift coefficient $S$ is unknown. Our interest is the invariant measure of the process denoted as $\mu $. We denote by $f_S$ and $F_S$ the invariant density and the invariant distribution function of $\mu$ respectively. We present the problems of finding efficient estimators when we observe the trajectory of the diffusion in continuos time over $[0,T]$ and we study asymptotic properties of the estimators when $T$ goes to infinity.