A doubly self-exciting Poisson model for describing scoring levels in NBA basketball

2023/04/04 by Briz-Redón, Álvaro
#Applications (stat.AP) #FOS: Computer and information sciences

paper · doi:10.48550/arxiv.2304.01538

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.

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