Let's say I want to derive an ARIMA model for a time-series.
I already know that after
d differentiations the result is stationary and have fit an appropriate ARMA model to it.
How would you then estimate the trend and integrate it with the ARMA model? I recognize that there may be a variety of answers to this, I would rather focus on the most popular algorithms, preferrably those based on Penalized Regression.
I am not asking for R code, but rather abstract mathematical descriptions of algorithms.