Abstract
A central limit theorem is obtained for a stationary multivariate linear process of the form (equation omitted), where { <TEX>$Z_{t}$</TEX>} is a sequence of strictly stationary m-dimensional associated random vectors with E <TEX>$Z_{t}$</TEX> = O and E∥ <TEX>$Z_{t}$</TEX>∥<TEX>$^2$</TEX> < <TEX>$\infty$</TEX> and { <TEX>$A_{u}$</TEX>} is a sequence of coefficient matrices with (equation omitted) and (equation omitted).ted)..ted).).
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