{
  "id": "1101.5482",
  "version": "v1",
  "published": "2011-01-28T09:14:43.000Z",
  "updated": "2011-01-28T09:14:43.000Z",
  "title": "On the reversibility of the observed process of three-state hidden Markov model",
  "authors": [
    "Yong Chen"
  ],
  "categories": [
    "math.PR"
  ],
  "abstract": "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.",
  "revisions": [
    {
      "version": "v1",
      "updated": "2011-01-28T09:14:43.000Z"
    }
  ],
  "analyses": {
    "subjects": [
      "60J27",
      "60J99",
      "60K99"
    ],
    "keywords": [
      "reversibility",
      "discrete-time three-state hidden markov model",
      "likelihood function",
      "necessary condition",
      "continuous-time"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 0,
      "language": "en",
      "license": "arXiv",
      "status": "editable",
      "adsabs": "2011arXiv1101.5482C"
    }
  }
}