The title of this book is "Convergence of Stochastic Processes", which is actually dealing with the theory of empirical process.  The empirical process theory is just a functional way of deriving asymptotics for the stochastic processes, where the entropy conditions and a basic maximum inequality are the key to ULLN and CLT. This book introduced those concepts and intuition by an way  easy to follow. Good reference for research in Econometrics!

[此贴子已经被作者于2008-2-9 6:26:54编辑过]