On the asymptotic joint distribution of sample space--time covariance   estimators
  We study the asymptotic joint distribution of sample space--time covariance estimators of strictly stationary random fields. We do this without any marginal or joint distributional assumptions other than mild moment and mixing conditions. We consider several situations depending on whether the observations are regularly or irregularly spaced and whether one part or the whole domain of interest is fixed or increasing. A simulation experiment illustrates the theoretical results. 
Bo Li, Marc G. Genton, Michael Sherman