  We consider parametric estimation for ergodic diffusion processes with noisy
sampled data based on the hybrid method, that is, the multi-step estimation
with the initial Bayes type estimators. In order to select proper initial
values for optimisation of the quasi likelihood function of ergodic diffusion
processes with noisy observations, we construct the initial Bayes type
estimator based on the local means of the noisy observations. The asymptotic
properties of the initial Bayes type estimators and the hybrid multi-step
estimators with the initial Bayes type estimators are shown, and a concrete
example and the simulation results are given.
