Vector-valued, asymptotically stationary stochastic processes on sigma-comp
act locally compact abelian groups are studied. For such processes, we intr
oduce a stationary spectral measure and show that it is discrete if and onl
y if the asymptotically stationary covariance function is almost periodic.
Using an "almost periodic Fourier transform" we recover the discrete part o
f the spectral measure and construct a natural, consistent estimator for th
e latter from samples of the process.