Table 1.
Simulation study: specification of the HMM hyperparameters.
| HMM parameters | State 1 | State 2 | State 3 | State 4 |
|---|---|---|---|---|
| δj | −1 | 0 | .58 | 1 |
| τj | 1 | 1 | 1 | 2 |
| lowηj | −∞ | −.1 | .1 | η3 + σ3 |
| uppηj | −.1 | .1 | .73 | ∞ |
| uppσj | .41 | .41 | .41 | 1 |
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