Hidden Markov Models, Markov Chains, Markov Switching, Markov Auto Regression, Maximum Likelihood.
that it is the fitted value of the coefficient after training the model. And x_t is one row of X at time t. If the link function η(x_t, β_cap) is linear, one gets the Linear model.If the link function is exponential, one gets the Poisson, NLS etc. regression models and so on. Let’s take a closer