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In this paper, Poisson time series models are considered to describe thenumber 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 existenceof temporal autocorrelation in the data, the model is endowed with a doublyself-exciting structure, following the INGARCH(1,1) specification. To estimatethe model at the within-game level, a divide-and-conquer procedure, under aBayesian framework, is carried out. The model is tested with a selection of NBAteams and players from the 2018-2019 season.

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