In many applications such as estimation theory, when we need to estimate a parameter then we usually consider in presence of white gaussian noise of zero mean and some standard deviation. During Maximum likelihood estimation, we also use this assumption. So, my question is -
Do we consider noise to be uncorrelated or correlated in estimation?
What is the difference between correlated and uncorrelated noise and its significance
Why do we consider such a property of correlated or uncorrelated in estimation and when we say that measurement noise is gaussian.