On parameter estimation for critical affine processes
  First we provide a simple set of sufficient conditions for the weak convergence of scaled affine processes with state space $R_+ \times R^d$. We specialize our result to one-dimensional continuous state branching processes with immigration. As an application, we study the asymptotic behavior of least squares estimators of some parameters of a two-dimensional critical affine diffusion process. 
Matyas Barczy, Leif Doering, Zenghu Li, Gyula Pap
math.ST math.PR q-fin.ST stat.TH