On the Applicability of the Central Limit Theorem to Stationary Processes Which have Passed Through a Linear Filter
Teoriâ veroâtnostej i ee primeneniâ, Tome 6 (1961) no. 3, pp. 349-350

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Let $\xi (t)$ be a stationary process with the “strong mixing” property $( * )$. We give the necessary and sufficient condition permitting the central limit theorem to be applied to the process $\eta(t)$ (the output of a linear filter whose input is $\xi(t)$.
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     author = {Yu. A. Rozanov},
     title = {On the {Applicability} of the {Central} {Limit} {Theorem} to {Stationary} {Processes} {Which} have {Passed} {Through} a {Linear} {Filter}},
     journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
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Yu. A. Rozanov. On the Applicability of the Central Limit Theorem to Stationary Processes Which have Passed Through a Linear Filter. Teoriâ veroâtnostej i ee primeneniâ, Tome 6 (1961) no. 3, pp. 349-350. http://geodesic.mathdoc.fr/item/TVP_1961_6_3_a9/