Abstract: A central limit theorem is obtained for a
stationary linear process of the form where
{et}
is a
strictly stationary sequence of associated random
variables with Eet
= 0, E|et|2
< ¥
for some s
> 2,
and and
{aj}
is a
sequence of real numbers with
Keywords and phrases: central limit theorem, functional central limit theorem, linear process, associated.