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
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