Journal of the
Korean Mathematical Society JKMS

A central limit theorem is obtained for stationary linear process $X_{t}= \sum_{j=0}^\infty a_j \epsilon_{t-j}$, where $\{\epsilon_t \}$ is a strictly stationary associated sequence with $E\epsilon_t =0,~E \epsilon_t^2 < \infty.$ A functional central limit theorem is also derived.

Keywords: central limit theorem, associated, linear process, stationary, maximal inequality for associated sequence

MSC numbers: 60G10