Hello everyone I am trying to understand what the phrase means separable covariance structure.

I have an idea about covariance but the two more words that describe covariance make it pretty weird for me.

a. separable (separable covariance)
b. structure (covariance structure)


Below you will find in a small image the text where I first read about it.


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(I do not think that it might be of big help.)

Could you please provide me some web reference (url) to study more on that?

I would like to thank you in advance for your help

Best Regards
Ales