Geodesic
Spectral decomposition of locally stationary random processes
Kybernetika, Tome 22 (1986) no. 3, pp. 244-255

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Classification : 60G10, 60G12 
Michálek, Jiří. Spectral decomposition of locally stationary random processes. Kybernetika, Tome 22 (1986) no. 3, pp. 244-255. http://geodesic.mathdoc.fr/item/KYB_1986_22_3_a3/
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     author = {Mich\'alek, Ji\v{r}{\'\i}},
     title = {Spectral decomposition of locally stationary random processes},
     journal = {Kybernetika},
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     year = {1986},
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     mrnumber = {852324},
     zbl = {0601.60036},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/KYB_1986_22_3_a3/}
}
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[1] R. A. Silverman: Locally stationary random processes. IRE Trans. Inform. Theory IT-3 (1957), 3, 182-187. | MR

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