Geostatistical methods are widely used in estimating long-term exposures for epidemiological studies on air pollution, despite their limited capabilities to handle spatial non-stationarity over large geographic domains and the uncertainty associated with missing monitoring data. We developed a moving-window (MW) Bayesian maximum entropy (BME) method and applied this framework to estimate fine particulate matter (PM(2.5)) yearly average concentrations over the contiguous US. The MW approach accounts for the spatial non-stationarity, while the BME method rigorously processes the uncertainty associated with data missingness in the air-monitoring system. In the cross-validation analyses conducted on a set of randomly selected complete PM(2.5) data in 2003 and on simulated data with different degrees of missing data, we demonstrate that the MW approach alone leads to at least 17.8% reduction in mean square error (MSE) in estimating the yearly PM(2.5). Moreover, the MWBME method further reduces the MSE by 8.4-43.7%, with the proportion of incomplete data increased from 18.3% to 82.0%. The MWBME approach leads to significant reductions in estimation error and thus is recommended for epidemiological studies investigating the effect of long-term exposure to PM(2.5) across large geographical domains with expected spatial non-stationarity.