35 Consider the model 11;: = $13!, - | - 13h where I: = Wtl + wt, such that m is Gaussian white noise and independent of :L'; with varfut) = :15, and...

From time series analysis and its applications book

4.35 Consider the model11;: = $13!, - | - 13h whereI: = Wt—l + wt, such that m is Gaussian white noise and independent of :L'; with varfut) = :15, and w; is Gaussian white noise and independent of 11;, with variiwfl = 53”, and |=fi| <3 1 and Emu = U. Preve that the spectrum of the observed series :91 is Fall _ HE—Ewiwlfl Lari“): |1_¢'E—2#£w|2 *whereei 92—4 52¢a: 2: ”2 ’ ”r a *and