Kalman filter initialization for integrated population modelling

Besbeas, Panagiotis and Morgan, Byron J. T. (2012) Kalman filter initialization for integrated population modelling. Journal of the Royal Statistical Society: Series C, 61 (1). pp. 151-162. ISSN 0035-9254. E-ISSN 1467-9876. (doi:https://doi.org/10.1111/j.1467-9876.2011.01012.x) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided)

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Official URL
http://dx.doi.org/10.1111/j.1467-9876.2011.01012.x

Abstract

In integrated population modelling in ecology, where data from multiple surveys are analysed simultaneously, the Kalman filter may be used to approximate a component likelihood for a state space model of population count data. We evaluate a new method for initiating this Kalman filter, based on a stable age distribution. The new method is illustrated and compared with alternative approaches by application to data on the grey heron. The new method is simple to use, extends naturally to the case of multivariate time series of count data and performs well in a simulation study.

Item Type: Article
Additional information: questionable eprint id: 31263; number of additional authors: 1;
Uncontrolled keywords: Abundance data; Diffuse initialization; Exact initial Kalman filter; Grey heron; Joint likelihood; Mark; recapture–recovery data; Stable age distribution; State space model; Time series
Subjects: Q Science > QA Mathematics (inc Computing science) > QA 9 Formal systems, logics
Divisions: Faculties > Sciences > School of Mathematics Statistics and Actuarial Science
Depositing User: Stewart Brownrigg
Date Deposited: 07 Mar 2014 00:05 UTC
Last Modified: 15 Apr 2016 11:42 UTC
Resource URI: https://kar.kent.ac.uk/id/eprint/40531 (The current URI for this page, for reference purposes)
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