Before revision:  The estimation methods for these quantities are then developed, where the spot volatility is estimated by a kernel estimator with a threshold and the value of the jump density at the origin is estimated by a density kernel estimator applied to those increments deemed to contains jumps by the chosen thresholding criterion.
After revision:  The estimation methods for these quantities are then developed, where the spot volatility is estimated by a kernel estimator with thresholding and the value of the jump density at the origin is estimated by a density kernel estimator applied to those increments deemed to contains jumps by the chosen thresholding criterion.