In this paper, we study the estimation of the bispectral density function of a strictly stationary r-vector valued continuous time series. The case of interest is when some of observations are mising due to some random failure. Bispectral density function is devoleped in case of L−joint segments of observations. The modified biperiodogram is defined and smoothed to estimate the bispectral density matrix. The theoriotical properties of the proposed estimator are explored
