Xiao Xiaoyong, Yin Hongwei, . The Speed of Convergence of the Threshold Version of Bipower Variation for Semimartingales[J]. Chinese Journal of Applied Probability and Statistics, 2015, 31(4): 337-346.
Citation:
Xiao Xiaoyong, Yin Hongwei, . The Speed of Convergence of the Threshold Version of Bipower Variation for Semimartingales[J]. Chinese Journal of Applied Probability and Statistics, 2015, 31(4): 337-346.
Xiao Xiaoyong, Yin Hongwei, . The Speed of Convergence of the Threshold Version of Bipower Variation for Semimartingales[J]. Chinese Journal of Applied Probability and Statistics, 2015, 31(4): 337-346.
Citation:
Xiao Xiaoyong, Yin Hongwei, . The Speed of Convergence of the Threshold Version of Bipower Variation for Semimartingales[J]. Chinese Journal of Applied Probability and Statistics, 2015, 31(4): 337-346.
The Speed of Convergence of the Threshold Version of Bipower Variation for Semimartingales
In this paper, we consider the speed of convergence of the threshold version of bipower variation for a semimartingale, which is driven by a standard Brownian motion and a pure jump Levy process with possibly infinite activity of the small jumps.
DownLoad: