Here it writes:

"Pure AR models are always invertible (since they contain no MA terms)."

Is this valid also for the limiting case, that is to say, is $AR(\infty)$ invertible?
Why or why not?
If not, what are the conditions for $AR(\infty)$'s invertibility?

What I did: Every AR(p) model can be written as $MA(\infty)$. Hence, the problem reduces to whether this fact is valid in the limiting case; i.e, $p=\infty$.


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