Estimation of variance of partial sums of an associated sequence of random variables

Let Xn, n [greater-or-equal, slanted] 1 be a stationary sequence of associated random variables satisfying E(X1) = [mu], E(X21) [sigma]2 as n --> [infinity]. In this paper, an estimator of [sigma]2 based on the subseries values using overlapping blocks is studied. A central limit theorem related to this estimator is obtained.Dependent variables Associated sequences Variance of partial sums Estimation