  In this paper, an estimator of $m$ instants ($m$ is known) of abrupt changes
of the parameter of long-range dependence or self-similarity is proved to
satisfy a limit theorem with an explicit convergence rate for a sample of a
Gaussian process. In each estimated zone where the parameter is supposed not to
change, a central limit theorem is established for the parameter's (of
long-range dependence, self-similarity) estimator and a goodness-of-fit test is
also built. {\it To cite this article: J.M. Bardet, I. Kammoun, C. R. Acad.
Sci. Paris, Ser. I 340 (2007).}
