  We establish a moderate deviation principle for the maximum likelihood
estimator of the four parameters of a geometrically ergodic Heston process. We
also obtain moderate deviations for the maximum likelihood estimator of the
couple of dimensional and drift parameters of a generalized squared radial
Ornstein-Uhlenbeck process. We restrict ourselves to the most tractable case
where the dimensional parameter satisfies $a>2$ and the drift coefficient is
such that $b<0$. In contrast to the previous literature, parameters are
estimated simultaneously.
