This paper deals with the problem of estimating the coupling constant $θ$ of a mixing quantum Markov chain. For a repeated measurement on the chain's output we show that the outcomes' time average has an asymptotically normal (Gaussian) distribution, and we give the explicit expressions of its mean and variance. In particular we obtain a simple estimator of $θ$ whose classical Fisher information can be optimized over different choices of measured observables. We then show that the quantum state of the output together with the system, is itself asymptotically Gaussian and compute its quantum Fisher information which sets an absolute bound to the estimation error. The classical and quantum Fisher informations are compared in a simple example. In the vicinity of $θ=0$ we find that the quantum Fisher information has a quadratic rather than linear scaling in output size, and asymptotically the Fisher information is localised in the system, while the output is independent of the parameter.