# Estimation of the Variance of Partial Sums for [rho]-Mixing Random Variables

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## Abstract

Let {Xn, n >= 1} be a stationary sequence of [rho]-mixing random variables satisfying EXn = [mu], EX2n [sigma]2 > 0. This paper presents a class of estimators of [sigma] and investigates their weak consistency as well as their asymptotic normality. Applications to the self-normalizing central limit theorem and confidence for the sample mean are also discussed.

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