My favorites are Casella and Berger: https://books.google.com/books/about/Statistical_Inference.h...

and Hogg, McKean and Craig: https://www.pearsonhighered.com/program/Hogg-Introduction-to...

They are both good books. The first one is more rigorous, but the second one covers more breadth and I think has better exercises.

Anything with measure theory, though you will regret it :)

On the probability side, I thought Ash's "Probability & Measure Theory" was good for self-study, although some experience with real analysis is definitely a prerequisite. It can be pretty dense at times, but well worth going through.

stochastic calculus really hurt me. i did well for it, I TA'd for it, i look at it from time to time in my work, but I still find it very difficult. i don't think i'm much good at mathematics, i just try very hard and hope for the best.

Here's a free one I found in the event anyone else is curious:

https://services.math.duke.edu/~rtd/PTE/pte.html