英語。

• Robert J. Serfling: Approximation Theorems of Mathematical Statistics, Wiley-Interscience. (November 1980) (There is also a paperback edition.)
• Lucien Le Cam: Asymptotic Methods in Statistical Decision Theory, Springer Series in Statistics, Springer; 1986 edition (August 6, 1986)
• Peter McCullagh: Tensor Methods in Statistics, Chapman & Hall/CRC Monographs on Statistics & Applied Probability, Chapman and Hall/CRC, (August 1, 1987)
• Ole E. Barndorff-Nielsen, David Cox: Asymptotic Techniques for Use in Statistics, Monographs on Statistics and Applied Probability 31, Chapman and Hall/CRC (March 1, 1989)
• Ole E. Barndorff-Nielsen, David R. Cox: Inference and Asymptotics, Chapman & Hall/CRC Monographs on Statistics & Applied Probability, Chapman and Hall/CRC. (March 1, 1994)
• Pranab K. Sen, Julio M. Singer: Large Sample Methods in Statistics: An Introduction with Applications, Texts in Statistical Science, Chapman and Hall/CRC. (April 4, 1994)
• Aad W. van der Vaart, Jon Wellner: Weak Convergence and Empirical Processes: With Applications to Statistics, Springer Series in Statistics, Springer; Corrected edition. (March 14, 1996)
• Thomas F. Ferguson: A Course in Large Sample Theory, Chapman & Hall/CRC Texts in Statistical Science, Chapman and Hall/CRC. (July 1, 1996)
• Erich L. Lehmann: Elements of Large-Sample Theory, Springer Texts in Statistics, Springer; Corrected edition. (December 4, 1998)
• Aad W. van der Vaart: Asymptotic Statistics, Cambridge Series in Statistical and Probabilistic Mathematics, Cambridge University Press. (June 19, 2000)
• A. R. Brazzale, A. C. Davison, N. Reid: Applied Asymptotics: Case Studies in Small-Sample Statistics, Cambridge Series in Statistical and Probabilistic Mathematics, Cambridge University Press. (May 31, 2007)
• Michael R. Kosorok: Introduction to Empirical Processes and Semiparametric Inference, Springer Series in Statistics, Springer. (January 31, 2008)
• Anirban DasGupta: Asymptotic Theory of Statistics and Probability, Springer Texts in Statistics, Springer; 2008 edition. (March 7, 2008)
• Pranab K. Sen, Julio M. Singer, Antonio C. Pedroso de Lima: From Finite Sample to Asymptotic Methods in Statistics, Cambridge Series in Statistical and Probabilistic Mathematics, Cambridge University Press. (October 30, 2009)
• Sara A. van de Geer: Empirical Processes in M-Estimation, Cambridge Series in Statistical and Probabilistic Mathematics, Cambridge University Press; Reissue edition. (November 19, 2009)
• Christopher G. Small: Expansions and Asymptotics for Statistics, Chapman & Hall/CRC Monographs on Statistics & Applied Probability, Chapman and Hall/CRC. (May 7, 2010)

日本語。

• 清水良一: 中心極限定理, シリーズ新しい応用の数学14,教育出版. (1976)
• 竹内啓: 統計的推定の漸近理論, シリーズ新しい応用の数学7,教育出版. (1979)
• 稲垣宣生: 数理統計学 改訂版, 掌華房. (2003/2/25)
• 西山陽一: マルチンゲール理論による統計解析, ISMシリーズ 進化する統計数理, 近代科学社. (2011/10/14)