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 theta be the unknown parameter for the arrival process and theta(T) be the maximum likelihood estimator of theta. 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.