Verify equation (3.2), that the power spectrum can be expressed using a cosine function. Using the results of problem 2.4 of Chapter 2, obtain the power spectrum of the time series yn = vn −cvn−1,...

Verify equation (3.2), that the power spectrum can be expressed using a cosine function.

Using the results of problem 2.4 of Chapter 2, obtain the power spectrum of the time series yn = vn −cvn−1, when vn is a white noise with mean 0 and variance 1.