Spy on mobile without installing spy software on target mobile?

I am living in India. I use a mobile holding GPRS connection. It is not a smart phone. I feel my phone is being spied because of some additional sound I get during my conversation. I know a person from USA who is using some spy software. I suspect him. I don't have any spying software installed in my mobile.

Is it possible for a person to spy on a mobile across the country without installing any spy software in the target mobile?

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