Model Fitting and Inference Issues For Analyzing Large Spatial Data Sets Researchers in diverse areas such as climatology, environmental health, and ecology are facing the task of analyzing increasingly large spatial data sets. For the usual Gaussian spatial process modeling of geographically referenced data, likelihood based inference becomes very demanding, or even infeasible as it involves computing quadratic forms and determinants associated with a large covariance matrix. We develop a finite sum process approximation model, which is conceptually simple and routine to implement. Examples are presented to illustrate the method. Additionally, we observe that some parameters in spatial models are not well estimated even with relatively large number of samples. Motivated by that, we consider issues in spatial asymptotics. We discuss consistency and asymptotic properties of the estimators for parameters in spatial models.