CHINESE JOURNAL OF APPLIED PROBABILITY AND STATIST 2015, 31(4) 337-346 DOI:      ISSN: 1001-4268 CN: 31-1256

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The Speed of Convergence of the Threshold Version of Bipower Variation for Semimartingales

Xiao Xiaoyong, Yin Hongwei

Department of Mathematics, Nanchang University

Abstract��

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.

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Corresponding Authors: Xiao Xiaoyong
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