Spectral decomposition of locally stationary random processes

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Spectral decomposition of locally stationary random processes. (English). Kybernetika, vol. 22 (1986), issue 3, pp. 244-255

MSC: 60G10, 60G12 | MR 852324 | Zbl 0601.60036

References:

[1] R. A. Silverman: Locally stationary random processes. IRE Trans. Inform. Theory IT-3 (1957), 3, 182-187. MR 0090931

[2] M. Loeve: Probability Theory. D. van Nostrand, Toronto-New York -London 1955. MR 0203748 | Zbl 0066.10903

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