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.
Best Answer
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.