In this work, the electrokinetic response of nanoparticles suspensions under the action of alternating electric fields is analyzed for the case that the particles are coated with a shell of polyelectrolyte. This is an important field of application of colloidal systems, as the coating is necessary or even unavoidable for control of the stability or functionalization of the particles for a specific use. Characterization of the coating in situ is not an easy task, and electrokinetics can help in answering this question, if one goes beyond the simple routine evaluation of the electrophoretic mobility of the particles, which will provide information on the sign (and perhaps a sort of effective amount) of the surface charge and potential, but little more. The richness and rigour of the information is much more significant if AC fields are used. This is the case for the techniques evaluated in the present investigation, namely, AC electrophoresis and dielectric dispersion. They jointly sweep several decades in frequency, and are sensitive in different manners to the size of the particles, the charge of the core and the shell, the thickness and rigidity of the latter, etc. In addition, an important distinction is made between coatings with a soft or adsorbed layer structure and those with a grafted, ideally radially arranged (brush-like) polyelectrolyte. A model is first described for the AC electrokinetics in both cases, and it is demonstrated that the brush structure magnifies the Maxwell-Wagner (or double layer) polarization, leading to an elevation in the AC mobility for frequencies around the MHz, and it very much raises the amplitude of the alpha- or concentration-polarization relaxation detected in the dielectric dispersion. The distribution of the charge in a thicker region for the brush structure explains these results. Experimental investigations are carried out with silica spheres coated by PDADMAC (+) and PSS (-) polyelectrolytes in the soft-layer case, and by (vinylbenzyl)trimethylammonium chloride (+) and sodium 4-vinylbenzenesulfonate (-) monomers that were polymerized (grafted) on the particles. The results show that the brush coating produces the expected MW elevation of the mobility, mostly in the case of the cationic polymer, apparently better attached to the particles by electrostatic attraction to the negative charge of the core silica particles. In contrast, a rather monotonous decrease of the mobility in absolute value is measured for the soft coatings, indicating that the inertia of the particles sets out at lower frequencies because of aggregation. Dielectric spectra confirm the better stability in the presence of the grafted polymer, although a low-frequency elevation in the logarithmic derivative of the permittivity is a proof of the existence of aggregates, less abundant in any case than for soft coatings. Dielectric data also confirm the different amounts of charge, larger for grafted cationic layers than for anionic ones. Finally, the model elaborated can fit the experimental results yielding quantitative values of the main parameters of the coated particles, namely, effective size, overall charge of the coating, and thickness and ionic permeability of the latter.