Hi all.
A statistical question. I have to estimate the variance of the sum:

X(1) + X(2) + ...+ X(n)

from an observed sample, where X(i) are *correlated* and not necessarly
identically distributed. Someone can suggest a simple strategy
(I hope by exploiting some already present R package) for obtaining such
estimate from an observed vector X[1:n]?

Tnx all,
Antonio, Fabio Di Narzo.

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