Shiryaev A.N., Spokoiny V.G. Statistical experiments and decisions: asymptotic theory

Singapore: World Scientific, 2000. — 298 p.This volume provides an exposition of some fundamental aspects of the asymptotic theory of statistical experiments. The most important of them is “how to construct asymptotically optimal decisions if we know the structure of optimal decisions for the limit experiment”.Statistical Experiments and Their Comparison
Convergence of Statistical Experiments
(γ,Γ)-Models. Convergence to (γ,Γ)-Models
Local Convergence of Statistical Experiments and Global Estimation
Statistical Inference for Autoregressive Models of the First OrderReadership: Researchers in probability and statistics.