Let $(X_t, Y_t)$ be a stationary 2D Gaussian process, therefore $\mathbb{E}\left(X_t\right) = \mathbb{E}(Y_t) = 0$.
I am looking for an explicit example of a valid auto-covariance matrix, i.e: $ R(h) = \begin{pmatrix} \mathbb{E}\left(X_t X_{t+h}\right) & \mathbb{E}\left(X_t Y_{t+h}\right) \\ \mathbb{E}\left(Y_t X_{t+h}\right) & \mathbb{E}\left(Y_t Y_{t+h}\right) \end{pmatrix} $ such that $R(h)$ is not symmetric for $h\not=0$. Thank you.