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arXiv:1101.5482 [math.PR]AbstractReferencesReviewsResources

On the reversibility of the observed process of three-state hidden Markov model

Yong Chen

Published 2011-01-28Version 1

For the continuous-time and the discrete-time three-state hidden Markov model, the flux of the likelihood function up to 3-dimension of the observed process is shown explicitly. As an application, the sufficient and necessary condition of the reversibility of the observed process is shown.

Categories: math.PR
Subjects: 60J27, 60J99, 60K99
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