P00Distribution: ISmBetaDistribution;
The P00Distribution property determines parameters of distribution for probability of switching from 0 to 0 state.
To get estimates for parameters of switching from 0 to 0 state, use the ISmMarkovSwitchingGARCH.P00 property.
The property use is given in the example for ISmMarkovSwitchingGARCH.MCMCParameters.
See also: