Question: 5. Construct a MATLAB function to perform the test of goodness-of-fit based on the Rosenblatt transform for one-dimensional regime-switching models. Use the MATLAB function EstHMM1d.

5. Construct a MATLAB function to perform the test of goodness-of-fit based on the Rosenblatt transform for one-dimensional regime-switching models. Use the MATLAB function EstHMM1d.

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