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Publicado en línea: 30 dic 2022
Páginas: 141 - 157
DOI: https://doi.org/10.2478/bile-2022-0010
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© 2022 Malwina Janiszewska, published by Sciendo
This work is licensed under the Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International License.
In this paper, some multivariate and double multivariate modelling approaches are presented. Moreover, this article provides an overview of the modelling of the structure of the covariance matrix. Furthermore, some methods of covariance structure identification are given.