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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.

kjetil b halvorsen
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Dwaipayan Gupta
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  • http://stats.stackexchange.com/questions/421/what-book-would-you-recommend-for-non-statistician-scientists – Elvis May 30 '16 at 16:48
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    [van der Vaart, A. W. (2000): Asymptotic statistics. Cambridge University Press](https://www.amazon.de/Asymptotic-Statistics-Statistical-Probabilistic-Mathematics/dp/0521784506/ref=sr_1_1?ie=UTF8&qid=1464626891&sr=8-1&keywords=asymptotic+statistics) – 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

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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.

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