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\subsection{ARMA}  A process $X_t, t \elementof \integer$ \in \Z$ is said to be a {\em stationary process} if (i) $X_t$ has finite variance for all $t$, (ii) the expected value of $X_t$ is the same for all $t$, and (iii) the autocovariance function, $\gamma_{X}(r,s) = \gamma_{X}(r+t, s+t)$, for all $r,s,t \in \Z$.  %**Talk about using white noise to drive the process  %define stationary  %are lightcurves stationary?