  Quantum sensors are among the most promising quantum technologies, allowing
to attain the ultimate precision limit for parameter estimation. In order to
achieve this, it is required to fully control and optimize what constitutes the
hardware part of the sensors, i.e. the preparation of the probe states and the
correct choice of the measurements to be performed. However careful
considerations must be drawn also for the software components: a strategy must
be employed to find a so-called optimal estimator. Here we review the most
common approaches used to find the optimal estimator both with unlimited and
limited resources. Furthermore, we present an attempt at a more complete
characterization of the estimator by means of higher-order moments of the
probability distribution, showing that most information is already conveyed by
the standard bounds.
