Gudmundsson, G. Time series analysis of catch-at age observations. (English) Zbl 0825.62683 J. R. Stat. Soc., Ser. C 43, No. 1, 117-126 (1994). Summary: Catches, stocks and fishing mortality rates are connected by given nonlinear relationships. Multivariate time series models of fishing mortality rates are proposed and linear approximations to the Kalman filter algorithm are used to estimate the unobserved series of stocks and fishing mortality rates from observed series of catches at each age. The model parameters are estimated by the likelihood function to catch prediction errors. Time series estimation does not require fishing effort measurements as well as the catch-at-age data, but it is also possible to include auxiliary information. Estimates of stocks and fishing mortality rates with acceptable accuracy can be obtained from exceptionally short series. They are not unduly sensitive to misspecifications and inaccurate estimation of model parameters. Cited in 4 Documents MSC: 62M10 Time series, auto-correlation, regression, etc. in statistics (GARCH) 91B84 Economic time series analysis 62P99 Applications of statistics Keywords:catch at age; fish stock assessment; Kalman filter; state-dependent models; structural time series analysis PDFBibTeX XMLCite \textit{G. Gudmundsson}, J. R. Stat. Soc., Ser. C 43, No. 1, 117--126 (1994; Zbl 0825.62683) Full Text: DOI