This paper is concerned with an estimation problem for the AR(1) process $Y_t, t=0, {pm}1, {cdots}$with time carying autoregressive coefficient, where coefficient itself is also stochastic process. Attention is directed to the problem of finding a consistent estimator of ${Phi}$, the mean level of autoregressive coefficient. The asymptotic distribution of the resulting consistent estimator of ${Phi}$, is them discussed. We do not assume any time series model for the time varying autoregressive coefficient.