Robinson, Peter; Sanz, J. Vidal - Centre for Microdata Methods and Practice (CEMMAP) - 2003
We consider 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...