Moderate deviation for maximum likelihood estimators from single server queues

Saroja Kumar Singh

doi:10.1186/s41546-020-00044-z

Article Contents

2020, Volume 5: 2. Doi: 10.1186/s41546-020-00044-z

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Moderate deviation for maximum likelihood estimators from single server queues

Saroja Kumar Singh^,

P. G. Department of Statistics, Sambalpur University, Odisha, India

Saroja Kumar Singh, sarojasngh@gmail.com

Received: February 25, 2019

Early access: March 2020

Published: September 2020

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Abstract

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 $\hat {\theta }_{T}$ 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.

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Mathematics Subject Classification: 60K25;62F12.

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References

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