We demonstrate that the fast and exact Davies-Harte algorithm is valid for simulating a certain class of stationary Gaussian processes - those with a negative auto-covariance sequence for all non-zero lags. The result applies to well known classes of long memory processes: Gaussian fractionally...

For a statistician, climate is the distribution of weather and other variables that are part of the climate system. This distribution changes over time. This review considers some aspects of climate data, climate model assessment, and uncertainty estimation pertinent to climate issues, focusing...