I'm sorry. I am not a New Yorker, and even though I was aware it was Central Park, I just got that from "New York" and "Park". The shot where they are sitting on a rock? Thats the easiest composite ever. The shot where the Doctor sits down? I don't remember seeing that in the episode, although I guess it takes place after Rory is first taken? It certainly never happened at the end.
You should visit Central Park, in the fall, beautiful. And you can go to the fountain, the tunnel where Rory is taken--it's right next to the fountain, the bridge, even that rock they sat on. I've sat on it. It's lovely. And then, of course, see the rest of the city.
For me, it's really great they shot in New York. SO MANY shows made in America that are set in New York are shot here in LA. Castle being one. And it's VERY clear it's not New York. Their "Central Park" is ... meh.
Sometimes it's better to shoot in the actual location. It's visceral, it's... well, REAL. It adds something to a show. Law and Order wouldn't quite be the same if they shot it in Toronto.