Generalize the results in Problem 14.3 to a zero-mean Gaussian noise process with power...

Generalize the results in Problem 14.3 to a zero-mean Gaussian noise process with power density spectrum . Then derive the variance of the periodogram , as given by (14.1.38). (Hint: Assume that the colored Gaussian noise pro-cess is the output of a linear system excited by white Gaussian noise. Then use the appropriate relations given in Section 12.1.)

Reference

By use of the expression for the fourth joint moment for Gaussian random variables, show that