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How to determine the ARMA coefficients for ARMA(p,q)?

I explored a lot of technical literature and I understand there are standard rules like Yule-Walker for a pure AR process.

Do they apply for ARMA processes too? If yes, then I know how to apply it and solve part of the problem.

How to determine the MA coefficients of ARMA: are there generic equations?

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    $\begingroup$ Take a look at Hamilton "Time Series Analysis". He discusses estimating AR, MA and ARMA models using maximum likelihood estimation in Chapter 5. Sections 5.4-5.7 should be particularly useful. $\endgroup$
    – Richard Hardy
    Jul 9, 2016 at 11:17
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    $\begingroup$ See also this thread: "ARIMA estimation by hand". $\endgroup$
    – Richard Hardy
    Jul 9, 2016 at 11:29

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