Thank you for the recommendation of the AD model builder. It helps me to find the MLE estimate very quickly. Although I'm not very familiar with the programme in the software, I think it is useful to solve my problem.
My results are
index name value std dev
1 log_a -2.2146e+000 1.4191e-002
2 u -4.2181e+000 6.6413e-002
3 u -2.9195e+000 1.2238e-001
4 sigma 1.6020e+000 1.2041e-002
5 a 1.0920e-001 1.5496e-003
If possible, could you help me to check if it is right? Thanks.
Shaling
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