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 Xt=[summation operator]j=0[infinity]aj[var epsilon]t-j, where {[var epsilon]t} is a strictly stationary sequence of linearly positive quadrant dependent random variables with E[var epsilon]t=0, E[var epsilon]ts<[infinity] for some s>2, and [summation operator]t=n+1[infinity]E[var epsilon]1[var epsilon]t=O(n-[rho]) for some [rho]>0 and [summation operator]j=0[infinity]aj<[infinity].