Before revision:  The proposed estimation procedure does not require any interpolation processing of the original data and is applicable to quite fine resolution data. The validity of the proposed estimators is shown under the continuous-time framework  developed in our previous work Hayashi and Koike ( 2016 ).
After revision:  The proposed estimation procedure does not require any interpolation processing of the original data and is applicable to those with highest time resolution available. Consistency of the proposed estimators is shown under the continuous-time framework developed in our previous work Hayashi and Koike ( 2016 ).