A note on confidence intervals for parameter estimates of a   spatio-temporal Ornstein-Uhlenbeck process
  We compare two ways of constructing confidence intervals for the moments-matching parameter estimates of a Gaussian spatio-temporal Ornstein-Uhlenbeck process. It was found that those obtained via pairwise likelihood approximations had lower coverages and were more prone to the curse of dimensionality as opposed to those from a parametric bootstrap procedure. 
Michele Nguyen and Almut E. D. Veraart
stat.ME