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An estimator of \\(\\underset\\widetilde{}\\theta\\) is \\(\\underset\\widetilde{}{\\widehat\\theta}=T(F_ n)\\), where \\(F_ n\\) is the empirical distribution function based on \\(\\{\\underset\\widetilde{} X_ i,\\;1\\leq i\\leq n\\}\\). It can be shown that \\(n^{1/2}\\) \\((\\underset\\widetilde{}{\\widehat\\theta}_ n- \\underset\\widetilde{}\\theta{)} N(0,\\sigma^ 2)\\) in distribution where \\(\\sigma^ 2\\) is an unknown positive constant. It is of interest to estimate \\(\\sigma^ 2\\) for statistical inference. The ordinary jackknife estimator is  \\[ \\widehat\\sigma^ 2_ 0=(n-1)\\sum^ n_{i=1}(\\widehat\\theta_{-i}-\\overline\\theta)^ 2\\quad\\text{where}\\quad \\widehat\\theta_{-i}=T(F^{(i)}_ n),\\;\\overline\\theta=n^{-1}\\sum^ n_{i=1}\\widehat\\theta_{-i}, \\]  where \\(F^{(i)}_ n\\) is the empirical distribution function of \\(\\underset\\widetilde{} X_ j\\), \\(1\\leq j\\leq n\\), \\(j\\neq i\\). It is known that \\(\\widehat\\sigma^ 2_ 0\\) is a consistent estimator of \\(\\sigma^ 2\\) when the observations \\(\\underset\\widetilde{} x_ i\\), \\(i\\geq 1\\), are independent and identically distributed. The author proves that this estimator is inconsistent when \\(\\{\\underset\\widetilde{} X_ i,\\;i\\geq 1\\}\\) is an \\(m\\)-dependent stationary process with \\(m\\geq 1\\). An alternative estimator is proposed which is strongly consistent. 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