<p>This paper addresses the problem of global parameter estimation for the <InlineEquation ID="IEq4"> <EquationSource Format="TEX">\( AD (1,n)\)</EquationSource> <EquationSource Format="MATHML"><math> <mrow> <mi>A</mi> <mi>D</mi> <mo stretchy="false">(</mo> <mn>1</mn> <mo>,</mo> <mi>n</mi> <mo stretchy="false">)</mo> </mrow> </math></EquationSource> </InlineEquation> model, where <i>n</i> is a positive integer. The <InlineEquation ID="IEq5"> <EquationSource Format="TEX">\( AD (1,n)\)</EquationSource> <EquationSource Format="MATHML"><math> <mrow> <mi>A</mi> <mi>D</mi> <mo stretchy="false">(</mo> <mn>1</mn> <mo>,</mo> <mi>n</mi> <mo stretchy="false">)</mo> </mrow> </math></EquationSource> </InlineEquation> model is a subclass of affine diffusions introduced by Duffie, Filipovi?, and Schachermayer in Duffie et&#xa0;al. (<CitationRef CitationID="CR10">2003</CitationRef>). Affine diffusion models are widely used in the pricing of bonds and stock options, including the Vasicek, Cox-Ingersoll-Ross, and Heston models. Our main results concern the conditional least squares estimation of the drift parameters of the <InlineEquation ID="IEq6"> <EquationSource Format="TEX">\( AD (1,n)\)</EquationSource> <EquationSource Format="MATHML"><math> <mrow> <mi>A</mi> <mi>D</mi> <mo stretchy="false">(</mo> <mn>1</mn> <mo>,</mo> <mi>n</mi> <mo stretchy="false">)</mo> </mrow> </math></EquationSource> </InlineEquation> model, based on high-frequency discrete-time observations over an infinite horizon. We then analyze the asymptotic properties of the estimators in both ergodic and non-ergodic cases. Additionally, this paper presents some moment results related to the <InlineEquation ID="IEq7"> <EquationSource Format="TEX">\( AD (1,n)\)</EquationSource> <EquationSource Format="MATHML"><math> <mrow> <mi>A</mi> <mi>D</mi> <mo stretchy="false">(</mo> <mn>1</mn> <mo>,</mo> <mi>n</mi> <mo stretchy="false">)</mo> </mrow> </math></EquationSource> </InlineEquation> model.</p>