Boundary crossing Random Walks, clinical trials and multinomial   sequential estimation
  A sufficient condition for the uniqueness of multinomial sequential unbiased estimators is provided generalizing a classical result for binomial samples. Unbiased estimators are applied to infer the parameters of multidimensional or multinomial Random Walks which are observed until they reach a boundary. An application to clinical trials is presented. 
Enrico Bibbona, Alessandro Rubba
math.ST math.PR stat.TH