Model Checks Using Residual Marked Empirical Processes

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An updated review of Goodness-of-Fit tests for regression models (2013, methodology): “For possibly nonstationary time series, under martingale conditions, Escanciano (2007b) proved the weak convergence of a class of empirical processes.”
Goodness-of-Fit Tests for Linear and Nonlinear Time Series Models (2006, methodology): “We compare our tests with the test of Bierens (1982), the generalized spectral test of Hong and Lee (2005), the multivariate bootstrap version of Koul and Stute (1999) proposed by Escanciano (2004), and the usual Portmanteau test of Ljung and Box (1978).”
ON THE LACK OF POWER OF OMNIBUS SPECIFICATION TESTS (2009, methodology): “A general unified asymptotic theory is established in Escanciano (2006a), including a bootstrap approximation of the null distribution of (R1n,w).”
Degenerate $$U$$- and $$V$$-statistics under ergodicity: asymptotics, bootstrap and applications in statistics (2013, methodology): “This type of statistic has also been investigated by Escanciano (2007) in the case of real-valued response variables Yt. However, since he invoked empirical process theory in order to establish the asymptotic null distribution, he had to impose a condition on the conditional distributions which is n”