Assume a continues-time random process $X(t)$ sampled nonuniformely in time to acquire discrete signal $x[n]$. The sampling times are known but the autocorrelation is not. Is there an accurate approach to estimate the autocorrelation function? This problem is challenging since at some lags there is no sample to average.
Any suggestion even in a special case, e.g. a simple autocorrelation function with an exponential decay (continuous-time AR process of order one) would be appreciated.
I have already read some papers, so I would like either an analytical answer or a peace of algorithm/code to address this problem for instance for an AR(1) process assuming non-uniformly spaced samples(e.g. in uniformly distributed random times).