Behaviormetrika
Online ISSN : 1349-6964
Print ISSN : 0385-7417
ISSN-L : 0385-7417
DYNAMIC LATENT STRUCTURE ANALYSIS THROUGH THE LATENT MARKOV CHAIN MODEL
Nobuoki Eshima
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1993 Volume 20 Issue 2 Pages 151-160

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Abstract

In the present paper, it is proved that the latent Markov chain (LMC) model and the latent mixed Markov chain (LMMC) model are equivalent, and it is shown that LMC model can be applied to various dynamic latent structure models based on the Markov chain model. A numerical example is also presented to illustrate the present discussion.

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