In this paper we consider a continuous almost periodically correlated process ${X(t),tinmathbb{R}}$ that is observed at the jump moments of a stationary Poisson point process ${N(t),tgeq0}$. The processes ${X(t),tinmathbb{R}}$ and ${N(t),tgeq0}$ are assumed to be independent. We define the kernel estimators of the Fourier coefficients of the autocovariance function of $X(t)$ and investigate their asymptotic properties. Moreover, we propose a bootstrap method that provides consistent pointwise and simultaneous confidence intervals for the considered coefficients. Finally, to illustrate our results we provide a simulated data example.
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