Table 4. Simulation based estimates of the mean square error, for highly correlated data, T = 100 ⋅ N.

	α = 0	α = 0.1	α = 0.2	α = 0.5	α = 0.75	α = 1
ɛ = 0%	0.1999	0.2033	0.2281	0.3311	0.5232	0.8612
ɛ = 10%	32.3561	23.0288	13.9551	1.7271	0.9666	1.1272
ɛ = 20%	101.7404	97.5348	88.9003	34.6433	5.3518	2.0940