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Define \\(X_t=\\sum _{j=1}^{\\infty } b_j \\zeta _{t-j}\\) where \\(b_j\\sim c_0 j^{-\\beta }\\) for \\(\\beta >1/\\alpha \\). Let \\(F\\) be the distribution function of \\(X_t\\) and \\(F_N\\) the empirical distribution function based on \\(X_1,\\dots ,X_N\\). It is proved that \\(N^{1- 1/\\alpha \\beta} (F_N(x)-F(x))\\) weakly converges to the process \\(c_x^+L^+ + c_x^-L^-\\) where \\(L^+\\), \\(L^-\\) are independent totally skewed \\(\\alpha \\beta \\)-stable random variables and \\(c_x^+\\), \\(c_x^-\\) some deterministic functions. Further, let \\(H\\) be a bounded measurable function and \\(S_{N,H}(t)=\\sum _{s=1}^{[Nt]} (H(X_s)- EH(X_s))\\), \\(0\\leq t\\leq 1\\). 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