Three-Cornered Hat and Groslambert Covariance: A First Attempt to Assess the Uncertainty Domains

The three-cornered hat method and the Groslambert covariance are very often used to estimate the frequency stability of each individual oscillator in a set of three oscillators by comparing them in pairs. However, no rigorous method to assess the uncertainties over their estimates has yet been formulated. In order to overcome this lack, this paper will first study the direct problem, i.e., the calculation of the statistics of the clock stability estimates by assuming known values of the true clock stabilities and then will propose a first attempt to solve the inverse problem, i.e., the assessment of a confidence interval over the true clock stabilities by assuming known values of the clock stability estimates. We show that this method is reliable from 5 equivalent degrees of freedom (EDF) and beyond.