We study in detail asymptotic properties of maximum likelihood estimators of parameters when observations are taken from a two-dimensional Gaussian random field with a multiplicative Ornstein-Uhlenbeck covariance function. Under the complete lattice sampling plan, it is shown that the maximum likelihood estimators are strongly consistent and asymptotically normal. The asymptotic normality here is normalized by the fourth root of the sample size and is obtained through higher order expansions of the likelihood score equations. Extensions of these results to higher-dimensional processes are also obtained, showing that the convergence rate becomes better as the dimension gets higher.
"Maximum Likelihood Estimation of Parameters under a Spatial Sampling Scheme." Ann. Statist. 21 (3) 1567 - 1590, September, 1993. https://doi.org/10.1214/aos/1176349272