ARMA model with fmincon

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Cynthia Prevost
Cynthia Prevost le 16 Mai 2019
Hi,
I want to estimate an ARMA model, but not with the usual function. I need to optimize it myself. I want to use the function fmincon for this, but how can I make sure that the process is stationary?
What constraints or something do I need? And note that I have more than 1 parameter. For example:
Thanks in advance!

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