Estimation of the input parameters of stochastic (leaky) integrate-and-fire neuronal models is studied. It is shown that the presence of a firing threshold brings a systematic error to the estimation procedure. Analytical formulas for the bias are given for two models, the randomized random walk and the perfect integrator. For the third model considered, the leaky integrate-and-fire model, the study is performed by using Monte Carlo simulated trajectories. The bias is compared with other errors appearing during the estimation, and it is documented that the effect of the bias has to be taken into account in experimental studies.