Estimation Theory and Quant Finance.

[Ohad]

Hi all,

I have been following this forum for a while now and I hardly remember any talks on Estimation Theory related issues and Quant work.

Can anyone elaborate on this? Are these subjects really orthogonal ? I was under the impression that Estimation Theory and non-causal filters have an important role in Quant Finance but it seems I was mistaken.

Thanks,
Ohad.