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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     title = {A note on {Anderson's} note on a stationary autoregressive process},
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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/