A central limit theorem for stationary linear processes generated by linearly positively quadrant-dependent process

A central limit theorem is obtained for a stationary linear process of the form X-t= Sigma (infinity)(j=0) a(j) epsilon (t-j), where {epsilon (t)} is a strictly stationary sequence of linearly positive quadrant dependent random variables with E epsilon (t) = 0, E/epsilon (t)/(s) < <infinity> for some s > 2, and Sigma (infinity)(t = n+1) E epsilon (1) epsilon (t) = O(n(-rho)) for some rho > 0 and Sigma (infinity)(J=0) /a(j)/ < <infinity>. (C) 2001 Elsevier Science B.V. All rights reserved. MSC: 60F05; 60G10.