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The three-cornered hat method and the Groslambert Covariance are very oftenused to estimate the frequency stability of each individual oscillator in a setof three oscillators by comparing them in pairs. However, no rigorous method toassess the uncertainties over their estimates has yet been formulated. In orderto overcome this lack, this paper will first study the direct problem, i.e. thecalculation of the statistics of the clock stability estimates by assumingknown values of the true clock stabilities and then will propose a firstattempt to solve the inverse problem, i.e. the assessment of a confidenceinterval over the true clock stabilities by assuming known values of the clockstability estimates. We show that this method is reliable from 5 EquivalentDegrees of Freedom (EDF) and beyond.

Three-Cornered Hat and Groslambert Covariance: A first attempt to assess the uncertainty domains