Covariance parameter estimation of Gaussian processes is analyzed in an asymptotic framework. The spatial sampling is a randomly perturbed regular grid and its deviation from the perfect regular grid is controlled by a single scalar regularity parameter. Consistency and asymptotic normality are...

Spatial–temporal linear models and the corresponding likelihood-based statistical inference are important tools for the analysis of spatial–temporal lattice data. In this paper, we study the asymptotic properties of maximum likelihood estimates under a general asymptotic framework for...