that makes sense, so do we drop support for a `FilterEstimator` class or should I let it be here for now? 

There is a (rather small computational) advantage to filtering at the epoch level, and that is - we don't need to filter the whole signal, but only what is relevant to the expt (could be more useful in expts which have long ISI as compared to stimulus duration). Could we avoid the problem that @mluessi is talking about by treating each epoch separately and truncating them by the filter length?