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Their study is motivated by economic applications, e.g., the so-called unit root testing problem. Thus the process investigated is NEWLINE\\[NEWLINE X_k = \\sum_{i=0}^{\\infty} a_i \\epsilon_{k-i}, \\quad k \\geq 1, NEWLINE\\]NEWLINE where the random variables \\(\\{\\epsilon_n : n \\in \\mathbb{Z}\\}\\) are i.i.d., centered and in the domain of attraction of a normal law, that is, \\(\\ell(x):=\\int_{|\\epsilon_n| \\leq x} \\epsilon_n^2 d\\mathbb{P}\\) is a slowly varying function at \\(\\infty\\). It is assumed that the real coefficients \\(\\{a_n : n \\geq 0\\}\\) decrease as \\(a_n = n^{-\\alpha} L(n)\\), where \\(1/2 < \\alpha < 1\\), and \\(L\\) is a slowly varying function at \\(\\infty\\).NEWLINENEWLINEThe main result of the paper is that the process \\(W_n(t) := S_{\\lfloor nt\\rfloor} /B_n\\), \\((0 \\leq t \\leq 1)\\) weakly converges to the fractional Brownian motion \\(W_H\\) with Hurst index \\(H=3/2 -\\alpha\\), on the Skorokhod space \\(D[0,1]\\), where \\(S_n = \\sum_{i=1}^n X_i\\) and \\(B_n\\) is a normalizing constant defined in the paper. 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