We consider the impact that temporal correlations in the measurement statistics can have on the achievable precision in a sequential metrological protocol. In this setting, and for a single quantum probe, we establish that it is the transitions between the measurement basis states that plays the most significant role in determining the precision, with the resulting conditional Fisher information being interpretable as a rate of information acquisition. Projective measurements are shown to elegantly demonstrate this in two disparate estimation settings. Firstly, in determining the temperature of an environment and, secondly, to ascertain a parameter of the system Hamiltonian. In both settings we show that the sequential estimation approach can provide a useful method to enhance the achievable precision.