A doubly self-exciting Poisson model for describing scoring levels in NBA basketball (2304.01538v1)

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.