A doubly self-exciting Poisson model for describing scoring levels in NBA basketball
Applications
2023-04-05 v1
Abstract
In this paper, Poisson time series models are considered to describe the number of field goals made by a basketball team or player at both the game (within-season) and the minute (within-game) level. To deal with the existence of temporal autocorrelation in the data, the model is endowed with a doubly self-exciting structure, following the INGARCH(1,1) specification. To estimate the model at the within-game level, a divide-and-conquer procedure, under a Bayesian framework, is carried out. The model is tested with a selection of NBA teams and players from the 2018-2019 season.
Keywords
Cite
@article{arxiv.2304.01538,
title = {A doubly self-exciting Poisson model for describing scoring levels in NBA basketball},
author = {Álvaro Briz-Redón},
journal= {arXiv preprint arXiv:2304.01538},
year = {2023}
}