'(list of str) List of human readable parameter names (for parameters
actually included in the model).'

@property
def param_names(self):

    param_names = np.array(markov_regression.MarkovRegression.param_names.fget(self), dtype=object)
    if np.any(self.switching_ar):
        for i in range(self.k_regimes):
            param_names[self.parameters[(i, 'autoregressive')]] = [('ar.L%d[%d]' % ((j + 1), i)) for j in range(self.order)]
    else:
        param_names[self.parameters['autoregressive']] = [('ar.L%d' % (j + 1)) for j in range(self.order)]
    return param_names.tolist()
