There is virtually no theory for analyzing unevenly-spaced time series in their unaltered form. I have been working extensively on the problem over the past year and have typed up some notes that might be helpful (they can be found at http://www.eckner.com/research.html)

Unfortunately the problem is not trivial. Right now, there is virtually no theory for analyzing unevenly-spaced time series in their unaltered form. I have been working extensively on the problem over the past year and have typed up some notes that might be helpful (they can be found at http://www.eckner.com/research.html)