  Allan variance (AVAR) was first introduced more than 40 years ago as a
estimator of the stability of frequency standards, and now it is actively used
for investigations of time series in astronomy, geodesy and geodynamics. This
method allows one to effectively explore the noise characteristics for various
data, such as variations of station and source coordinates, etc. Moreover, this
technique can be used to investigate the spectral and fractal structure of the
noise in measured data. To process unevenly weighted and multidimensional data,
which are usual for many astronomy and geodesy applications, AVAR modifications
are proposed by the author. In this paper, a brief overview is given of using
of classical and modified AVAR method in astronomy and geodynamics.
