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1Partially supported by the Hungarian Ministry of Culture and Education under Grant No. FKFP0429/1997 and Grant No. FKFP0121/1999. 2The research was partially realized while this author was visiting Institute of Mathematics and Informatics, Kossuth University, Debrecen, Hungary. Supported by the International Soros Science Education Program under Grant No. APUO71051 and a grant from the Universitas Foundation. AMS 1991 subject classification: 60F05 Central limit and other weak theorems, 62M30 Spatial processes, 62J05 Linear regression.