Bulletin of the
Korean Mathematical Society BKMS

A functional central limit theorem is obtained for a stationary
linear process of the form $X_t = \sum_{j=0}^\infty a_j
\epsilon_{t-j}$, where $\{\epsilon_t \}$ is a strictly stationary
associated sequence of random variables with $E \epsilon_t =0,~E
(\epsilon_t^2 )< \infty$ and $\{a_j \}$ is a sequence of real
numbers with $\sum_{j=0}^\infty |a_j |<\infty.$ A central limit
theorem for a stationary linear process generated by stationary
associated processes is also discussed.

Keywords: central limit theorem, functional central limit theorem, linear process, associated

MSC numbers: 60F05, 60F17