In this paper, we develop two main results. The first one is a theorem proving that a Second Order Wiener Model can be blindly identified, i.e. using only the mean, the third and fourth order cumulants of the output data. The second result is the application of this theorem to spectral inversion (i.e. the recovering of the Power Spectrum Density) of the input signal of a Second Order Volterra Model to which usual inversion schemes cannot be applied, in particular when the linear kernel has a strong attenuation in frequency range. Numerical results are discussed with respect to the nonlinear energy amount of the output, the time series length and the SNR values.