On the Kullback-Leibler information divergence of locally stationary processes (Q1915850)

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On the Kullback-Leibler information divergence of locally stationary processes
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    On the Kullback-Leibler information divergence of locally stationary processes (English)
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    1 July 1996
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    locally stationary processes
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    evolutionary spectra
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    Kullback-Leibler divergence
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    time varying autoregressions
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