Table 2 Table of percentages of the estimates lying on their theoretical intervals corresponding to fBm liquidity with \(H=\frac{4}{5}\)
| N | \(\alpha _0\) | \(\alpha _1\) | \(l_1\) |
|---|---|---|---|
| 100 | 52.0 | 65.2 | 52.1 |
| 1000 | 95.7 | 98.5 | 95.7 |
| 10000 | 100 | 100 | 100 |
| N | \(\alpha _0\) | \(\alpha _1\) | \(l_1\) |
|---|---|---|---|
| 100 | 52.0 | 65.2 | 52.1 |
| 1000 | 95.7 | 98.5 | 95.7 |
| 10000 | 100 | 100 | 100 |