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12-099/III - A Dynamic Bivariate Poisson Model for Analysing and Forecasting Match Results in the English Premier League


  • Authors
    Siem Jan Koopman, VU University Amsterdam; Rutger Lit, VU University Amsterdam
  • Publication date
    September 27, 2012
  • Keywords
    Betting, Importance sampling, Kalman filter smoother, Non-Gaussian multivariate time series models, Sport statistics
  • JEL
    C32, C35