Cross Power Spectral Density of Unevenly Sampled Data

Matlab provides a way to calculate CPSD of even sampled data, but I couldn't find a way to compute CPSD of 2 unevenly sampled data.

Here's my problem. The input signals x and y will be having the time value aligned with each other. However, the data are not evenly sampled. I would like to calculate CPSD of both signals.

The solution comes to my mind is as follow

1. Rxy = cross correlation of x and y (I'm not sure how to do it with unevenly sampled data)
2. Use Lomb Periodogram to estimate the CPSD of Rxy

I would like to know what is the right way to compute it? I need someone to shed some light. Thank you