I have to compute a covariance. But I have some difficulties. My covariance has the following shape :
$$ \sum\limits_{a=1}^t\sum\limits_{b=1}^t\sum\limits_{c=1}^t\sum\limits_{d=1}^t\operatorname{cov}\left(\left(\sum\limits_{i=1}^n{Y_{ia}}\right)\left(\sum\limits_{j=1}^n{Y_{jb}}\right);\left(\sum\limits_{k=1}^n{Y_{kc}}\right)\left(\sum\limits_{l=1}^n{Y_{ld}}\right)\right) $$
Could you help me to develop this term?
Many thanks!
