TYP: Signature of "rename" incompatible with supertype "NDFrame"
- [x] closes #40977
- [x] tests added / passed
- [x] Ensure all linting tests pass, see [here](https://pandas.pydata.org/pandas-docs/dev/development/contributing.html#code-standards) for how to run them
- [ ] whatsnew entry

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@WillAyd this should still be backwards compatible, it just makes the signature compatible with its parent's