Size: k = 1 
DGP; b =0.030;b =0.060;b =0.090;b =0.120;b =0.150
Levy-BM;0.020 (0.016,0.024);0.022 (0.017,0.027);0.028 (0.023,0.035);0.034 (0.027,0.044);0.040 (0.033,0.055)
I(1) c=0.01;0.056 (0.046,0.065);0.045 (0.041,0.051);0.045 (0.039,0.056);0.049 (0.042,0.065);0.056 (0.045,0.074)
I(1) c=0.03;0.097 (0.080,0.112);0.079 (0.069,0.089);0.071 (0.062,0.083);0.072 (0.060,0.093);0.076 (0.063,0.105)
I(1) Matern;0.079 (0.067,0.089);0.065 (0.057,0.073);0.059 (0.054,0.065);0.060 (0.053,0.073);0.065 (0.056,0.086)
J c=0.03;0.019 (0.015,0.024);0.021 (0.017,0.026);0.026 (0.021,0.031);0.029 (0.024,0.035);0.033 (0.027,0.038)
J c = 0.50;0.020 (0.016,0.024);0.022 (0.018,0.028);0.027 (0.022,0.034);0.033 (0.026,0.045);0.038 (0.031,0.055)
Br. Sheet;0.042 (0.033,0.066);0.067 (0.050,0.117);0.092 (0.071,0.153);0.109 (0.086,0.175);0.120 (0.096,0.185)

Size: k = 5 
DGP; b =0.030;b =0.060;b =0.090;b =0.120;b =0.150
Levy-BM;0.023 (0.019,0.028);0.024 (0.020,0.030);0.029 (0.025,0.038);0.035 (0.029,0.049);0.042 (0.032,0.058)
I(1) c=0.01;0.059 (0.050,0.069);0.047 (0.042,0.052);0.045 (0.039,0.053);0.048 (0.042,0.064);0.053 (0.045,0.076)
I(1) c=0.03;0.096 (0.082,0.105);0.077 (0.069,0.088);0.068 (0.062,0.075);0.067 (0.060,0.081);0.071 (0.062,0.092)
I(1) Matern;0.080 (0.069,0.089);0.064 (0.057,0.072);0.058 (0.051,0.065);0.058 (0.050,0.071);0.063 (0.053,0.081)
J c=0.03;0.022 (0.017,0.025);0.023 (0.019,0.028);0.026 (0.022,0.032);0.030 (0.025,0.037);0.032 (0.028,0.040)
J c = 0.50;0.022 (0.019,0.026);0.024 (0.019,0.028);0.028 (0.023,0.036);0.033 (0.028,0.045);0.039 (0.032,0.056)
Br. Sheet;0.047 (0.037,0.079);0.072 (0.055,0.131);0.090 (0.072,0.162);0.108 (0.086,0.175);0.120 (0.097,0.182)

Average Length: k = 1 
DGP; b =0.030;b =0.060;b =0.090;b =0.120;b =0.150
Levy-BM;0.465 (0.410,0.533);0.415 (0.384,0.454);0.428 (0.400,0.483);0.473 (0.433,0.563);0.531 (0.475,0.625)
I(1) c=0.01;0.705 (0.640,0.783);0.636 (0.588,0.686);0.644 (0.599,0.720);0.701 (0.634,0.809);0.762 (0.690,0.893)
I(1) c=0.03;0.824 (0.772,0.932);0.736 (0.683,0.822);0.729 (0.680,0.791);0.770 (0.712,0.858);0.838 (0.770,0.947)
I(1) Matern;0.843 (0.779,0.928);0.746 (0.699,0.837);0.733 (0.689,0.803);0.764 (0.723,0.868);0.819 (0.766,0.958)
J c=0.03;0.465 (0.405,0.517);0.403 (0.377,0.435);0.404 (0.374,0.436);0.418 (0.389,0.463);0.436 (0.405,0.483)
J c = 0.50;0.462 (0.417,0.541);0.411 (0.382,0.441);0.426 (0.399,0.472);0.467 (0.431,0.552);0.518 (0.473,0.620)
Br. Sheet;0.536 (0.478,0.595);0.498 (0.468,0.543);0.517 (0.486,0.569);0.542 (0.510,0.610);0.575 (0.543,0.661)

Average Length: k = 5 
DGP; b =0.030;b =0.060;b =0.090;b =0.120;b =0.150
Levy-BM;0.449 (0.405,0.502);0.402 (0.376,0.435);0.425 (0.394,0.472);0.468 (0.427,0.534);0.514 (0.471,0.600)
I(1) c=0.01;0.661 (0.607,0.711);0.606 (0.570,0.656);0.633 (0.591,0.706);0.691 (0.641,0.797);0.756 (0.703,0.868)
I(1) c=0.03;0.779 (0.716,0.817);0.705 (0.658,0.745);0.717 (0.676,0.785);0.774 (0.723,0.885);0.844 (0.775,0.965)
I(1) Matern;0.786 (0.738,0.859);0.721 (0.684,0.772);0.728 (0.690,0.785);0.777 (0.728,0.868);0.839 (0.778,0.942)
J c=0.03;0.456 (0.408,0.506);0.393 (0.372,0.425);0.397 (0.374,0.429);0.415 (0.387,0.450);0.433 (0.403,0.471)
J c = 0.50;0.449 (0.408,0.495);0.403 (0.377,0.430);0.422 (0.391,0.476);0.464 (0.430,0.542);0.512 (0.471,0.605)
Br. Sheet;0.506 (0.464,0.562);0.480 (0.452,0.517);0.498 (0.464,0.535);0.527 (0.489,0.576);0.557 (0.519,0.624)
