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We consider such random variables \\(Y_ 1,...,Y_ k\\), \\(k\\in {\\mathbb{N}}\\), with \\(E(Y_ i)=\\mu\\), \\(i\\in \\{1,...,k\\}\\), and regular tridiagonal covariance matrix \\(\\Sigma\\). The real parameter \\(\\mu\\) can be estimated by the method of least squares, which leads to the best linear unbiased estimator \\({\\hat \\mu}{}_{opt}.\\)    We give representations of \\({\\hat \\mu}{}_{opt}\\) and V(\\({\\hat \\mu}{}_{opt})\\) in terms of Chebyshev polynomials, which turn out to be a helpful tool in the analysis of structure and properties of \\({\\hat \\mu}{}_{opt}\\). Using well-known relations, we give some more sum formulas and formulas concerning products of Chebyshev polynomials, which may also be of interest in other 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