Title: On conditional least squares estimation for affine diffusions based on continuous time observations,
Abstract: We study asymptotic properties of conditional least squares estimators for
the drift parameters of two-factor affine diffusions based on continuous time
observations. We distinguish three cases: subcritical, critical and
supercritical. For all the drift parameters, in the subcritical and
supercritical cases, asymptotic normality and asymptotic mixed normality is
proved, while in the critical case, non-standard asymptotic behavior is
described.