DYNAMIC LATENT STRUCTURE ANALYSIS THROUGH THE LATENT MARKOV CHAIN MODEL

抄録

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.