Hi,

I need to estimate some parameters. My process is:

Y_it = MU_it+Sigma*NU_it

and I have the time series of Y_it and NU_it which are 2 years of weekly data (104 data).
and Mu and Sigma are defined as :
MU_it =a_1i+a_2i*Sin(2*pi*t) +a_3i*Cos(2*pi*t)+a_4i*sin(2*pi*t)+a_5i*cos(4*pi*t)

(Sigma_it)^2 = b_1t+b_2i*sin(2*pi*t)+b_3i*cos(2*pi*t)+b_4i*Sin(2*pi*t)+b_5i*cos(4*pi*t)

where i is the month i
How I can estimate the parameters a_it,...a_5t and also b_1t,..

Thanks