Pixel-space continuous-token autoregressive (AR) generation directly models images as sequences of raw pixel patches, avoiding discrete tokenization or a separately pretrained tokenizer. However, it faces coupled challenges: high-dimensional patch generation causes large single-step errors, and teacher-forced training creates a train--inference gap that makes these errors accumulate across AR steps. Existing fixes such as x-prediction and input noise injection only partially mitigate these issues. Exact rollout training better matches inference-time conditions, but is impractical due to prohibitively slow sequential sampling. We propose Parallel Rollout Approximation (PRA), a scalable framework that addresses both challenges jointly. PRA generates low-dimensional intermediate states instead of high-dimensional pixel patches, then maps them back to pixel-space tokens with a pixel decoder, preserving a pixel-in, pixel-out AR interface. It also constructs inference-like pixel inputs through the same intermediate-state-to-pixel path used at inference, independently across positions, approximating the pixel-feedback interface encountered during inference-time rollout while retaining parallel teacher-forced training. On class-conditional ImageNet-1K generation at 256times256 resolution, PRA-S with 135M parameters achieves an FID of 2.58, surpassing the previous billion-scale pixel-space AR result of 3.60. Scaling to PRA-L with 511M parameters further improves FID to 1.94, establishing a new state of the art among pixel-space AR models. Beyond generation, PRA achieves higher ImageNet classification probing accuracy than other AR and diffusion baselines, suggesting its potential for unified pixel-space image generation and understanding.