Exaclty. Also, a missle doesnt really show flames in its' trail, just a super-hot red/blue glow, that quickly tapers to smoke/steam.

A rocket, or meteor will have flames before the smoke, so is that what you are trying to do?

If you look at the pic below, I made this trail using a basic particle cloud renderType, and just tweaked the colors/intensity in layers in post.
SAMPLE