Reference Books on Asymptotic theory of Statistics and Probability

Question

Can anyone suggest me some good reference books on Asymptotic Theory of Statistics and Probability for students pursuing a post-graduate degree in Statistics ?

It would be very much helpful if the stated reference book(s) contained enough solved problems on the afore-mentioned topic, so as to get a good hold on the topic.

http://stats.stackexchange.com/questions/421/what-book-would-you-recommend-for-non-statistician-scientists — Elvis, May 30 '16 at 16:48
van der Vaart, A. W. (2000): Asymptotic statistics. Cambridge University Press — COOLSerdash, May 30 '16 at 16:49
I am not a non-statistician @Elvis..
Also, I couldn't find any book on asymptotic theory on Statistics and Probability :-( — Dwaipayan Gupta, May 30 '16 at 17:04
My bad! Well, if you want a reference book, the (above quoted) van der Vaart is excellent — but difficult. — Elvis, May 31 '16 at 08:17
That post was a long time ago but could you share the books you ended up using? — Vincent L., Aug 12 '22 at 15:23

score 3 · Answer 1 · answered May 30 '16 at 17:02

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As for probability, I would recommend: Borovkov, Probability theory http://www.springer.com/us/book/9781447152002 It seems to be the only textbook that contains Stone's local limit theorems.

answered May 30 '16 at 17:02

Viktor

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Sir, I specifically (and desperately.... to a great extent) require a book on Asymptotic theory of Statistics... the Statistics part is needed more than the Probability part.... :-( – Dwaipayan Gupta May 30 '16 at 17:08
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There is a book by the same author https://www.crcpress.com/Mathematical-Statistics/Borokov/p/book/9789056990183 , but the price is unreasonable. This book is more devoted to fundamentals of mathematical statistics than to applications. – Viktor May 30 '16 at 17:18

Reference Books on Asymptotic theory of Statistics and Probability

1 Answers1