A nondeterministic covariance-stationary process approximated by an ARMA process

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We know that the Wold Decomposition Theorem says that any purely nondeterministic covariance-stationary process, $x = [x_t : t \in \mathbb{Z}]$, can be written as a linear combination of lagged values of a white noise process:

$$x_t = \sum_{j=0}^{\infty}\psi_j u_{t-j}$$

According to this lesson lesson (slides 12-14), under general conditions, the infinite lag polynomial of the Wold decomposition can be approximated by the ratio of two finite-lag polynomials:

$$\psi(L) \approx \frac{\theta(L)}{\phi(L)}$$

in other words, the process $x$ can be accurately approximated by a ARMA process in the following sense: $$x_t^* = \frac{\theta(L)}{\phi(L)} u_t $$

I would like to understand better this approximation.

  1. Is this approach via sequences of ARMA processes?
  2. Does the approximation use any metric?
  3. How can we determine the $\phi(L)$ and $\theta(L)$ polynomials? Are they unique?

Do you have some reference (book, paper etc) or insight?