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Appl. 26, 240-257 (1982); translation from Teor. Veroyatn. Primen. 26, 246-265 (1981; Zbl 0454.60049), the author introduced the innovation process for the parametric empirical process in the case when both the i.i.d. random variables and the parameter are one- dimensional. This article extends these ideas to the case where the i.i.d. random variables are \\(m\\)-dimensional vectors and the parameter involved is \\(d\\)-dimensional.   In the first part, the author gives a short history of goodness of fit theory recalling the classical results of Kolmogorov and Doob. He also induces the concept of innovation for function-parametric processes. In the second part the author summarizes his results from his CWI-Report BS- R890-4 (1989). He assumes that the parametric family of the laws of the random vectors is regular: Fisher information exists and is in a strong sense continuous with respect to the parameter. 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