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References:
[1] J. Michálek: Locally stationary covariances. In: Trans. Tenth Prague Conf. on Inform. Theory, Statist. Dec. Funct. Random Processes, Academia, Prague 1987. MR 1136266
[2] J. Michálek: Random sequences with normal covariances. Kybernetika 23 (1986), 6, 443-457. MR 0922621
[3] R. A. Silverman: Locally stationary random processes. IRE Trans. Inform. Theory IT-3 (1957), 3, 182-187. MR 0090931
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