THE RANDOM WEIGHTING APPROXIMATION OF THE SAMPLE MEAN OF AR(1) SERIES
AR(1)序列的样本均值分布的随机加权逼近

In this paper,the asymptotic expansion of the distribution of the samplemeanof stationary AR(1) series is discussed and the convergence rate of the randomweighting approximation is investigated.Under mild conditions,it is proved thatthe convergence ratecan reach o(1/n~(1/2)),where n is the sample size.