ARMA model with fmincon

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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도움말 센터File Exchange에서 Conditional Mean Models에 대해 자세히 알아보기

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2019년 5월 16일

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