No that is not possible, there is no HDMI output. I would also strongly advise against buying it, because this device is actually electronic waste, on 9 inch size there is only it a lousy resolution of ridiculous 640 x 234 pixels. Every tablet offers a much higher resolution.
This alternative has a much better resolution of 1024 x 600 pixels, a little more expensive, but you get a much better picture.
Caliber Headrest DVD Player Monitors (Portable DVD Player)And for not much more you can also get this set, which even includes two headphones, the set also has a resolution of 1024 x 600 pixels:
Lenco DVP-1045 (Portable DVD Player)