Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Locally Stationary Processes   The article contains an overview over locally stationary processes. At the
beginning time varying autoregressive processes are discussed in detail - both
as as a deep example and an important class of locally stationary processes. In
the next section a general framework for time series with time varying finite
dimensional parameters is discussed with special emphasis on nonlinear locally
stationary processes. Then the paper focusses on linear processes where a more
general theory is possible. First a general definition for linear processes is
given and time varying spectral densities are discussed in detail. Then the
Gaussian likelihood theory is presented for locally stationary processes. In
the next section the relevance of empirical spectral processes for locally
stationary time series is discussed. Empirical spectral processes play a major
role in proving theoretical results and provide a deeper understanding of many
techniques. The article concludes with an overview of other results for locally
stationary processes.

31
The categories of this paper are: ao-sci
28
The categories of this paper are: alg-geom
6
The categories of this paper are: astro-ph
17
The categories of this paper are: q-fin
9
The categories of this paper are: nlin
21
The categories of this paper are: adap-org
0
The categories of this paper are: hep-ph
37
The categories of this paper are: supr-con
34
The categories of this paper are: chem-ph
1
The categories of this paper are: cs
13
The categories of this paper are: quant-ph
12
The categories of this paper are: nucl-th
19
The categories of this paper are: eess
4
The categories of this paper are: cond-mat
10
The categories of this paper are: q-bio
26
The categories of this paper are: bayes-an