You should be able to install SQL Server 2005, but you will get a pop-up a couple of times that you will need to apply a service pack right after your install. You can go straight to SP4. Service packs are cumulative, so SP4 will contain all the changes from previous service packs.
Microsoft did for some strange reason pull the MS download links for SQL Server 2005 service packs, but the SQL Server Release Services guys put the link to SP4 in the update catalog.
SQL Server 2005 end of life and upgrade options
https://blogs.msdn.microsoft.com/sqlreleaseservices/sql-server-2005-end-of-life-and-upgrade-options/[/url]
Microsoft SQL Server 2005 Service Pack 4 (KB2463332)
Joie Andrew
"Since 1982"