Robinson, Peter M; Sanz, J Vidal - Suntory and Toyota International Centres for Economics … - 2005
In the estimation of parametric models for stationary spatial or spatio-temporal data on a d-dimensional lattice, for d = 2, the achievement of asymptotic efficiency under Gaussianity, and asymptotic normality more generally, with standard convergence rate, faces two obstacles. One is the "edge...