R2: k = 1 
DGP; , 
Levy-BM;0.137 (0.125,0.162) 
I(1) c=0.01;0.179 (0.166,0.204) 
I(1) c=0.03;0.208 (0.197,0.238) 
I(1) Matern;0.192 (0.179,0.215) 
J c=0.03;0.010 (0.010,0.011) 
J c = 0.50;0.085 (0.079,0.099) 
Br. Sheet;0.139 (0.117,0.161) 

R2: k = 5 
DGP; , 
Levy-BM;0.434 (0.419,0.471) 
I(1) c=0.01;0.561 (0.548,0.592) 
I(1) c=0.03;0.638 (0.626,0.664) 
I(1) Matern;0.595 (0.584,0.625) 
J c=0.03;0.049 (0.047,0.050) 
J c = 0.50;0.314 (0.298,0.354) 
Br. Sheet;0.443 (0.404,0.471) 
