Currently doing a course in asymptotic theory and wanted to deepen my knowledge about stochastic convergence and related topics. The textbook we are given is "Asymptotic Theory for Econometricians" by H. White, which references "Stochastic Convergence" by E. Lukacs. I've tried to read the latter, but it's just too much assumed background. Can you guys recommend a particular textbook about this subject, which is a good step from the convergence-material covered by H.White, but not so much of an overkill?
Best
Thomas
I would consider taking a look at First Look at Rigorous Probability Theory 2nd Edition by Jeffrey S. Rosenthal (Author)