What sort of theme park ? I never heard of it. I've been to a statue park where they have a lot of the communist era statues, but while interesting,it's not exactly a fun place.
There is the City Funfair park in the City park next to the Zoo (called Vidampark). You pay something like a tenner to get in, then all the rides are free. Fantastic fun (and I am a grown up, allegedly ). There is a 150 year old merry-go-round still in operation that is a protected monument! Very grand altogether.
There is also a park where all the communist era statues have been located. I heard good things about it, but it is some way from the city centre so I did not visit it (I was in Budapest in August). Most hotels seem to have leaflets about it. You can get a bus to it from Dean Ferenc Ter - the leaflet gives you all the info you need.
Do you mean the Statue Park www.szoborpark.hu ? Basically, it’s a large collection of Soviet era statues and murals in some enterprising Hungarian’s back garden. (OK, it's a big garden). There is a direct tourist bus that runs a few times each day from Budapest and the fare is about €10 return. However, it’s much cheaper and more fun to get there by local transport. The place is advertised all over Budapest so you should have no problem getting there.