We introduce high-order formulas for the computation of statistical averages based on the long-time simulation of molecular dynamics trajectories. In some cases, this allows us to significantly improve the convergence rate of time averages toward ensemble averages. We provide some numerical examples that show the efficiency of our scheme. When trajectories are approximated using symplectic integration schemes (such as velocity Verlet), we give some error bounds that allow one to fix the parameters of the computation in order to reach a given desired accuracy in the most efficient manner. (C) 2004 American Institute of Physics.