SubTS (Q75219)
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Tempered Stable Subordinators and Related Distributions
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | SubTS |
Tempered Stable Subordinators and Related Distributions |
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Lijuan Can
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Lijuan Cao
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13 September 2026
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Contains methods for the simulation of tempered stable subordinators and related distributions. Including classical tempered stable (both finite and infinite variation), rapidly deceasing tempered stable, truncated stable, truncated tempered stable, generalized Dickman, truncated gamma, generalized gamma, and p-gamma. For details, see Dassios et al (2019) <doi:10.1017/jpr.2019.6>, Dassios et al (2020) <doi:10.1145/3368088>, Grabchak (2021) <doi:10.1016/j.spl.2020.109015>, Grabchak (2026) <doi:10.48550/arXiv.2604.17732>.
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