Integrating Mark–Recapture–Recovery and Census Data to Estimate Animal Abundance and Demographic Parameters
Author
Abstract
Suggested Citation
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
References listed on IDEAS
- E. A. Catchpole & B. J. T. Morgan & T. N. Coulson & S. N. Freeman & S. D. Albon, 2000. "Factors influencing Soay sheep survival," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 49(4), pages 453-472.
- J. Durbin & S. J. Koopman, 2000.
"Time series analysis of non‐Gaussian observations based on state space models from both classical and Bayesian perspectives,"
Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 62(1), pages 3-56.
- Durbin, J. & Koopman, S.J.M., 1998. "Time Series Analysis of Non-Gaussian Observations Based on State Space Models from Both Classical and Bayesian Perspectives," Discussion Paper 1998-142, Tilburg University, Center for Economic Research.
- Durbin, J. & Koopman, S.J.M., 1998. "Time Series Analysis of Non-Gaussian Observations Based on State Space Models from Both Classical and Bayesian Perspectives," Other publications TiSEM 6338af09-6f2c-46d0-985b-d, Tilburg University, School of Economics and Management.
- James Nichols & James Hines, 2002. "Approaches for the direct estimation of u , and demographic contributions to u , using capture-recapture data," Journal of Applied Statistics, Taylor & Francis Journals, vol. 29(1-4), pages 539-568.
- E. A. Catchpole & P. M. Kgosi & B. J. T. Morgan, 2001. "On the Near-Singularity of Models for Animal Recovery Data," Biometrics, The International Biometric Society, vol. 57(3), pages 720-726, September.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Diana J. Cole, 2019. "Parameter redundancy and identifiability in hidden Markov models," METRON, Springer;Sapienza Università di Roma, vol. 77(2), pages 105-118, August.
- S. C. Barry & S. P. Brooks & E. A. Catchpole & B. J. T. Morgan, 2003. "The Analysis of Ring-Recovery Data Using Random Effects," Biometrics, The International Biometric Society, vol. 59(1), pages 54-65, March.
- Junji Shimada & Yoshihiko Tsukuda, 2004. "Estimation of Stochastic Volatility Models : An Approximation to the Nonlinear State Space," Econometric Society 2004 Far Eastern Meetings 611, Econometric Society.
- Fokianos, Konstantinos, 2024. "Multivariate Count Time Series Modelling," Econometrics and Statistics, Elsevier, vol. 31(C), pages 100-116.
- Motta, Anderson C. O. & Hotta, Luiz K., 2003. "Exact Maximum Likelihood and Bayesian Estimation of the Stochastic Volatility Model," Brazilian Review of Econometrics, Sociedade Brasileira de Econometria - SBE, vol. 23(2), November.
- Maravall, A. & del Rio, A., 2007.
"Temporal aggregation, systematic sampling, and the Hodrick-Prescott filter,"
Computational Statistics & Data Analysis, Elsevier, vol. 52(2), pages 975-998, October.
- Agustín Maravall & Ana del Río, 2007. "Temporal aggregation, systematic sampling, and the Hodrick-Prescott filter," Working Papers 0728, Banco de España.
- Breitung, Jörg & Hafner, Christian M., 2016.
"A simple model for now-casting volatility series,"
International Journal of Forecasting, Elsevier, vol. 32(4), pages 1247-1255.
- Hafner, Christian & Breitung, Jörg, 2014. "A simple model for now-casting volatility series," LIDAM Discussion Papers CORE 2014060, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Breitung, Jorg & Hafner, Christian, 2016. "A simple model for now-casting volatility series," LIDAM Reprints ISBA 2016040, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
- Breitung, J. & Hafner, C., 2016. "A simple model for now-casting volatility series," LIDAM Discussion Papers ISBA 2016035, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
- Jörg BREITUNG & Christian M. HAFNER, 2016. "A simple model for now-casting volatility series," LIDAM Reprints CORE 2865, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Breitung, Jorg & Hafner, Christian, 2015. "A simple model for now-casting volatility series," LIDAM Discussion Papers ISBA 2015021, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
- Breitung, J. & Hafner, C., 2014. "A simple model for now-casting volatility series," LIDAM Discussion Papers ISBA 2014046, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
- BREITUNG, Jörg & HAFNER, Christian, 2016. "A Simple Model for Now-Casting Volatility Series," LIDAM Discussion Papers CORE 2016004, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Ledenyov, Dimitri O. & Ledenyov, Viktor O., 2015. "Wave function method to forecast foreign currencies exchange rates at ultra high frequency electronic trading in foreign currencies exchange markets," MPRA Paper 67470, University Library of Munich, Germany.
- Bidarkota, Prasad V. & Dupoyet, Brice V. & McCulloch, J. Huston, 2009. "Asset pricing with incomplete information and fat tails," Journal of Economic Dynamics and Control, Elsevier, vol. 33(6), pages 1314-1331, June.
- Strickland, Chris M. & Martin, Gael M. & Forbes, Catherine S., 2008.
"Parameterisation and efficient MCMC estimation of non-Gaussian state space models,"
Computational Statistics & Data Analysis, Elsevier, vol. 52(6), pages 2911-2930, February.
- Chris M Strickland & Gael Martin & Catherine S Forbes, 2006. "Parameterisation and Efficient MCMC Estimation of Non-Gaussian State Space Models," Monash Econometrics and Business Statistics Working Papers 22/06, Monash University, Department of Econometrics and Business Statistics.
- Jun Yu, 2007.
"Automated Likelihood Based Inference for Stochastic Volatility Models,"
Working Papers
01-2007, Singapore Management University, Sim Kee Boon Institute for Financial Economics.
- Hans J. Skaug & Jun Yu, 2009. "Automated Likelihood Based Inference for Stochastic Volatility Models," Working Papers 15-2009, Singapore Management University, School of Economics.
- Hans J. Skaug & Jun Yu, 2007. "Automated Likelihood Based Inference for Stochastic Volatility Models," Working Papers CoFie-01-2007, Singapore Management University, Sim Kee Boon Institute for Financial Economics.
- Lange, Rutger-Jan, 2024. "Bellman filtering and smoothing for state–space models," Journal of Econometrics, Elsevier, vol. 238(2).
- McCabe, B.P.M. & Martin, G.M., 2005. "Bayesian predictions of low count time series," International Journal of Forecasting, Elsevier, vol. 21(2), pages 315-330.
- Siem Jan Koopman & André Lucas & Marcel Scharth, 2016.
"Predicting Time-Varying Parameters with Parameter-Driven and Observation-Driven Models,"
The Review of Economics and Statistics, MIT Press, vol. 98(1), pages 97-110, March.
- Siem Jan Koopman & Andre Lucas & Marcel Scharth, 2012. "Predicting Time-Varying Parameters with Parameter-Driven and Observation-Driven Models," Tinbergen Institute Discussion Papers 12-020/4, Tinbergen Institute.
- Alexander Tsyplakov, 2011. "An introduction to state space modeling (in Russian)," Quantile, Quantile, issue 9, pages 1-24, July.
- Catherine S. Forbes & Gael M. Martin & Jill Wright, 2007. "Inference for a Class of Stochastic Volatility Models Using Option and Spot Prices: Application of a Bivariate Kalman Filter," Econometric Reviews, Taylor & Francis Journals, vol. 26(2-4), pages 387-418.
- Siem Jan Koopman & Eugenie Hol Uspensky, 2000. "The Stochastic Volatility in Mean Model," Tinbergen Institute Discussion Papers 00-024/4, Tinbergen Institute.
- S. A. Sisson & Y. Fan, 2009. "Towards automating model selection for a mark–recapture–recovery analysis," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 58(2), pages 247-266, May.
- Koopman, Siem Jan & Jungbacker, Borus & Hol, Eugenie, 2005.
"Forecasting daily variability of the S&P 100 stock index using historical, realised and implied volatility measurements,"
Journal of Empirical Finance, Elsevier, vol. 12(3), pages 445-475, June.
- Siem Jan Koopman & Borus Jungbacker & Eugenie Hol, 2004. "Forecasting Daily Variability of the S&P 100 Stock Index using Historical, Realised and Implied Volatility Measurements," Tinbergen Institute Discussion Papers 04-016/4, Tinbergen Institute.
- Eugenie Hol & Siem Jan Koopman & Borus Jungbacker, 2004. "Forecasting daily variability of the S\&P 100 stock index using historical, realised and implied volatility measurements," Computing in Economics and Finance 2004 342, Society for Computational Economics.
- R. King & S. P. Brooks & B. J. T. Morgan & T. Coulson, 2006. "Factors Influencing Soay Sheep Survival: A Bayesian Analysis," Biometrics, The International Biometric Society, vol. 62(1), pages 211-220, March.
Corrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:bla:biomet:v:58:y:2002:i:3:p:540-547. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Wiley Content Delivery (email available below). General contact details of provider: http://www.blackwellpublishing.com/journal.asp?ref=0006-341X .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.