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