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Given an It\=o semimartingale with a time-homogeneous jump part observed athigh frequency, we prove weak convergence of a normalized truncated empiricaldistribution function of the L\'evy measure to a Gaussian process. In contrastto competing procedures, our estimator works for processes with a non-vanishingdiffusion component and under simple assumptions on the jump process.

Weak convergence of the empirical truncated distribution function of the L\'evy measure of an It\=o semimartingale