I experienced this when I came to Hyderabad for a job interview.
I stayed at my brother's friend's house. This friend used to stay with his elder brother (not blood but very close) and sister-in-law.
Both elder brother and sister-in-law had gone out of station for few days.
The day I reached there, this friend gave me breakfast and asked me to get some sleep as the next day I had the interview (in the friend's company only). He then left for office. I was alone in the house and I felt really drowsy due to long journey so I went and lay down and fell into a deep sleep more or less straight away. They had just moved into this house, they didn't have beds and so I was lying on a mattress on the floor with pillow.
In my subconscious state I felt a small child completely burnt standing behind my head. Subconsciously I was seeing his whole body with my eyes open straight up. I was actually sleeping but in the sleep I was actually not asleep, I was alone and it was afternoon so I was sub-conscious. Suddenly the child disappeared. I couldn't understand. So I shouted (sub-consciously I think) that "don't you have courage to show up? Come in front of me if you have guts".
Suddenly this child started appearing behind, to the left and to the right of my head with an interval of few seconds repeatedly. I became scared like hell. I tried to call out for Lord Krishna (I am a devotee of Krishna) but no sound come out. I knew I was asleep and if I opened my eyes that would solve the problem but I was not able to open my eyes either as if some force is preventing me. With full concentration and power I finally started shouting Krishna! Krishna! In full voice and suddenly my eyes opened.
There was silence in the room. I was shocked. Thousand of thoughts came in my mind in a single shot. Not in my farthest thoughts was I thinking about ghosts before sleeping so how come I had such close experience with a ghost? I could not sleep after that.
After the friend returned I told him what happened. This is what he said, "Oh so you saw them too"
Now I was scared and asked what he is talking about. He told me that his sister-in-law also used to see (not one) three burnt ghosts - the father, mother and child and used to scream like hell overnight while he and his elder brother could not see anything.
Mystery still remains who they are?
By the way, there was a kabristan (cemetery) next to this apartment and it was in a very dirty state. People used to throw garbage there. Don't know if that has any connection.