Exercise 4 of Assignment 3 (due 1/28/08)

Suppose that $\{ X_t \}$ is a stationary process with zero mean, acvs $\{ s_{\tau,X} \}$ and sdf $S_X(\cdot)$ defined over frequencies $f\in[-1/2,1/2]$. Let $C$ be a random variable with mean zero and finite nonzero variance $\sigma^2_C$. Suppose that $C$ is uncorrelated with $X_t$ for all $t$. Let $Y_t = X_t + C$, which defines a stationary process with an acvs dictated by the solution to Exercise [2.9]. Determine the integrated spectrum for $\{ Y_t \}$.

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