Entomologists traditionally use the Jolly–Seber analytical method (JSAM) to estimate demographic parameters from capture–mark–recapture data, although more powerful approaches like the constrained linear models (CLM) have been developed and are commonly and successfully applied to vertebrates. Demographic parameters (i.e., survival, capture, and recruitment rates, population size, and sex ratio) of a patchy population of the Bog Fritillary butterfly, Proclossiana eunomia (Esp.) (Lepidoptera: Nymphalidae), were estimated using CLM on the basis of daily captures of imagoes during 11 yearly generations (1992–2002). Comparing these results with JSAM results obtained on the same data lead us to stress that CLM are far more powerful tools which allow for optimal exploitation of capture–mark–recapture data. This method allows the identification of the variation patterns of demographic parameters and to link them to life-history traits; furthermore it gives more precise estimates of these crucial input parameters for the modelling of population trends and population viability analysis.