I want the step by step answer. Thx.

Suppose that the following data set of {Ytzt = 1,2, ...,5} is given: and the researcher wants to estimate the parameters by supposing the following model assumption: YtIYtl "' N[ a, + {Ur1.0.2 ]- That is, a... B" and a} are the parameters desired by the researcher. Furthermore, the researcher wishes to test the following: \"0:5, =0 VS. \"1:3, *0. Given this, answer the following questions: Q) Provide the numerical values of the MLE for a" 8,, and 0,2. {2) Provide the numerical value of the Wald test testing the above hypothesis. Suppose that the asymptotic covariance matrix is estimated by the Hessian matrix. {3) Provide the numerical values of the MLE for a,, [3,, and a} constrained by the hypothesis Provide the numerical value of the LM test testing the above hypothesis. Suppose that the asymptotic covariance matrix is estimated by the Hessian matrix. (5:) Provide the numerical value of the LR test testing the above hypothesis