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

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  • 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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