  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.
