 Spectral density of a stationary process

When its autocovariance is absolutely summable, a weakly stationary process has spectral density $f(\lambda )=(2\pi {)}^{-1}{\sum }_h\gamma (h)e^{-ih\lambda }$. The inverse relation is $\gamma (h)={\int }_{-\pi }^{\pi }{e}^{ih\lambda }f(\lambda )d\lambda$. A linear filter multiplies this density by the squared modulus of its frequency response.