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, $p=\infty$.