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

zbMATH Open1482.60101arXiv1101.5482MaRDI QIDQ5063137

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Publication date: 17 March 2022

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.

Full work available at URL: https://arxiv.org/abs/1101.5482

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Special processes (60K99) Continuous-time Markov processes on discrete state spaces (60J27)

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