{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2022,4,5]],"date-time":"2022-04-05T05:47:35Z","timestamp":1649137655657},"reference-count":0,"publisher":"Cambridge University Press (CUP)","issue":"6","license":[{"start":{"date-parts":[[2001,12,1]],"date-time":"2001-12-01T00:00:00Z","timestamp":1007164800000},"content-version":"unspecified","delay-in-days":0,"URL":"https:\/\/www.cambridge.org\/core\/terms"}],"content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":["Econom. Theory"],"published-print":{"date-parts":[[2001,12]]},"abstract":"<jats:p>In this paper a necessary and sufficient condition is obtained \nfor two double Wiener integrals to be statistically independent, \nfirst in the case of symmetric and continuous kernels. It is \nalso shown that, for more than two double Wiener integrals, \npairwise independence implies mutual independence. After that, \nthe continuity condition on the kernels is somewhat relaxed, \nand it is shown that Craig's (1943, <jats:italic>Annals of Mathematical \nStatistics<\/jats:italic> 14, 195\u2013197) theorem on the independence \nof quadratic forms in normal variables is a special case of \nthe result obtained for the case of discontinuous kernels.<\/jats:p>","DOI":"10.1017\/s026646660117605x","type":"journal-article","created":{"date-parts":[[2003,10,16]],"date-time":"2003-10-16T06:06:57Z","timestamp":1066284417000},"page":"1143-1155","source":"Crossref","is-referenced-by-count":0,"title":["INDEPENDENCE OF DOUBLE WIENER INTEGRALS"],"prefix":"10.1017","volume":"17","author":[{"given":"Seiji","family":"Nabeya","sequence":"first","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]}],"member":"56","published-online":{"date-parts":[[2001,12,1]]},"container-title":["Econometric Theory"],"original-title":[],"language":"en","link":[{"URL":"https:\/\/www.cambridge.org\/core\/services\/aop-cambridge-core\/content\/view\/S026646660117605X","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2019,9,2]],"date-time":"2019-09-02T12:16:43Z","timestamp":1567426603000},"score":1,"resource":{"primary":{"URL":"https:\/\/www.cambridge.org\/core\/product\/identifier\/S026646660117605X\/type\/journal_article"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2001,12]]},"references-count":0,"journal-issue":{"issue":"6","published-print":{"date-parts":[[2001,12]]}},"alternative-id":["S026646660117605X"],"URL":"https:\/\/doi.org\/10.1017\/s026646660117605x","relation":{},"ISSN":["0266-4666","1469-4360"],"issn-type":[{"value":"0266-4666","type":"print"},{"value":"1469-4360","type":"electronic"}],"subject":[],"published":{"date-parts":[[2001,12]]}}}