considered 7 possible δ0 values in the range 0.2, . . . , 0.8. For each of these values, we considered p11 (or p00 ) values of 0.1, 0.3, 0.5, 0.7, 0.9 if δ0 >= 0.5 (if δ0 < 0.5), obtaining 35 different transition probability matrices. • Test data set: we considered 7 additional possible δ0 values in the range 0.15, . . . , 0.75. For each of these values, we considered p11 (or p00 ) values of 0.1, 0.3, 0.5, 0.7, 0.9 if δ0 >= 0.5 (if δ0 < 0.5), obtaining 35 different transition probability matrices.