On estimation of limiting variance of partial sums of functions of associated random variables

•Estimators of limiting variance of partial sums are discussed.•Estimators are based on block bootstrap methods.•Limiting behavior of the estimators is discussed.•As applications estimators of limiting variance of U-statistics are obtained.

We discuss three different estimators for estimating the limiting variance of partial sums of functions of associated random variables. The first two estimators are based on a Subsampling method, while the third is obtained using Circular block bootstrap. As an application, we also obtain estimators for the limiting variance for U-statistics based on stationary associated random variables.