Asymptotic properties of AD(1, n) model and its maximum likelihood estimator

Mohamed Ben Alaya, Houssem Dahbi, Hamdi Fathallah

This paper deals with the problem of global parameter estimation of affine diffusions in ${\mathbb{R}}_{+}\times {\mathbb{R}}^n$ denoted by $AD(1,n)$ where $n$ is a positive integer wh…