Bayesian GARCH modeling of functional sports data

DOI10.1007/S10260-022-00656-ZarXiv2101.08175MaRDI QIDQ6164158

Raffaele Argiento, Silvia Montagna, Patric Dolmeta

Publication date: 27 July 2023

Published in: Statistical Methods and Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2101.08175

zbMATH Keywords

performance analysisGARCH modelsBayesian functional data analysissport analyticslatent factor modelling

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

• Predictions based on the clustering of heterogeneous functions via shape and subject-specific covariates
• A practical guide to splines
• Generalized autoregressive conditional heteroscedasticity
• Cubic spline interpolation of continuous functions
• Sparse Bayesian infinite factor models
• A Predictive Approach to Model Selection
• Bayesian Latent Factor Regression for Functional and Longitudinal Data
• An adaptive Metropolis algorithm

This page was built for publication: Bayesian GARCH modeling of functional sports data