Geodesic
A note on Anderson's note on a stationary autoregressive process
Discussiones Mathematicae. Probability and Statistics, Tome 30 (2010) no. 2, pp. 237-239.

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A form of the covariance matrix of a weakly stationary first-order autoregressive process is established.
Keywords: spectral radius, stationarity, covariance matrix 
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Kala, Radosław. A note on Anderson's note on a stationary autoregressive process. Discussiones Mathematicae. Probability and Statistics, Tome 30 (2010) no. 2, pp. 237-239. http://geodesic.mathdoc.fr/item/DMPS_2010_30_2_a4/

[1] T.W. Anderson, A note on a vector-variate normal distribution and a stationary autoregressive process, J. Multivariate Anal. 72 (2000), 149-150.

[2] T.T. Nguyen, A note on matrix variate normal distribution, J. Multivariate Anal. 60 (1997), 148-153.

[3] A.D. Harville, Matrix Algebra From a Statistician's Perspective, Springer, New York 1997.

[4] T.W. Anderson, The Statistical Analysis of Time Series, Wiley, New York 1971.