Moving average over time on data entering stochastically

The examples for using MovingAverage mostly refer to data evenly spaced in time,such as stock values. In typical physics data, events arrive random in time (e.g. radio active decay events, but also if acting in day trading on the stock market). I do not see how I can use the apparatus of MovingAverage and associated evaluations in this case. Do I not understand the function, or should I go ahead and invent my own functions?