 Covariance and cross-spectrum of a vector MA(1)

For $Z_t=W_t+\Theta W_{t-1}$ and vector white noise of covariance matrix $D$, the only nonzero covariance lags are $\Gamma (0)=D+\Theta D{\Theta }^T$, $\Gamma (1)=D{\Theta }^T$ and $\Gamma (-1)=\Theta D$. This follows by retaining only matching noise times in $\mathbb{E}[Z_t{Z}_{t+h}^T]$. Its spectral matrix, with this lag convention, is $(I+\Theta e^{i\lambda })D(I+{\Theta }^T{e}^{-i\lambda })/(2\pi )$. In two dimensions, with $D=\mathrm{diag}(a,b)$, its cross-spectrum is $[a{\theta }_{11}{\theta }_{21}+b{\theta }_{12}{\theta }_{22}+a{\theta }_{21}{e}^{-i\lambda }+b{\theta }_{12}{e}^{i\lambda }]/(2\pi )$.