Table 2. Simulation based estimates of the mean square error, when T = 10 ⋅ N.

ɛ = 0%
N	α = 0	α = 0.1	α = 0.2	α = 0.5	α = 0.75	α = 1
2	0.343	0.358	0.384	0.559	0.804	1.177
5	0.513	0.530	0.593	1.340	4.806	5.324
10	0.760	0.817	0.945	10.471	11.389	12.197
20	1.290	1.429	2.069	29.979	38.830	47.064
ɛ = 5%
N	α = 0	α = 0.1	α = 0.2	α = 0.5	α = 0.75	α = 1
2	4.425	0.888	0.533	0.593	0.849	1.202
5	18.816	1.077	0.662	1.565	4.985	5.437
10	41.312	0.951	1.022	10.646	11.470	12.600
20	145.172	1.517	2.273	30.339	39.561	47.072
ɛ = 10%
N	α = 0	α = 0.1	α = 0.2	α = 0.5	α = 0.75	α = 1
2	11.554	4.605	0.945	0.694	0.923	1.294
5	43.446	4.075	0.749	1.758	5.052	5.449
10	143.395	1.325	1.091	10.720	11.454	12.648
20	503.319	1.648	2.422	30.776	39.758	47.693
ɛ = 20%
N	α = 0	α = 0.1	α = 0.2	α = 0.5	α = 0.75	α = 1
2	32.696	24.612	9.955	1.118	1.190	1.475
5	132.542	53.841	1.869	2.171	5.362	5.625
10	441.209	19.233	1.241	10.751	11.751	12.745
20	1613.373	1.930	3.742	31.361	40.292	49.644