Moderate deviation for maximum likelihood estimators from single server queues

Consider a single server queueing model which is observed over a continuous time interval (0, T ], where T is determined by a suitable stopping rule. Let θ be the unknown parameter for the arrival process and θ ̂T θ̂T be the maximum likelihood estimator of θ . The main goal of this paper is to obtain a moderate deviation result of the maximum likelihood estimator for the single server queueing model under certain regular conditions.