H. Akaike, Stochastic theory of minimal realization, IEEE Transactions on Automatic Control, vol.19, issue.6, pp.667-674, 1974.
DOI : 10.1109/TAC.1974.1100707

F. Altissimo and V. Corradi, Strong rules for detecting the number of breaks in a time series, Journal of Econometrics, vol.117, issue.2, pp.207-244, 2003.
DOI : 10.1016/S0304-4076(03)00147-7

W. Andrews, Tests for Parameter Instability and Structural Change With Unknown Change Point, Econometrica, vol.61, issue.4, pp.821-856, 1993.
DOI : 10.2307/2951764

W. Andrews and W. Ploberger, Optimal Tests when a Nuisance Parameter is Present Only Under the Alternative, Econometrica, vol.62, issue.6, pp.1383-1414, 1994.
DOI : 10.2307/2951753

J. Bai, Likelihood ratio tests for multiple structural changes, Journal of Econometrics, vol.91, issue.2, pp.299-323, 1999.
DOI : 10.1016/S0304-4076(98)00079-7

J. Bai and P. Perron, Estimating and Testing Linear Models with Multiple Structural Changes, Econometrica, vol.66, issue.1, pp.47-78, 1998.
DOI : 10.2307/2998540

J. Bai and P. Perron, Computation and analysis of multiple structural change models, Journal of Applied Econometrics, vol.6, issue.1, pp.1-22, 2003.
DOI : 10.1002/jae.659

C. Baek and V. Pipiras, Statistical tests for changes in mean against longrange dependence, Journal of Time Series Analysis, 2011.

I. Berkes, L. Horvath, P. Kokozka, and Q. Shao, On discriminating between long-range dependence and changes in mean, The Annals of Statistics, vol.34, issue.3, pp.1140-1165, 2006.
DOI : 10.1214/009053606000000254

R. Brown, J. Durbin, and M. Evans, Techniques for testing the Constancy of Regression Relationships over Time, Journal of the Royal StatisticalSociety, vol.37, pp.149-192, 1975.

L. Charfeddine and D. Guégan, Which is the best model for the US in- ?ation rate : A structural changes model or a long memory process ?, 2011.

R. Davidson and J. Mackinnon, Econometric theory and methods, 2004.

R. Engle and A. Smith, Stochastic Permanent Breaks, Review of Economics and Statistics, vol.81, issue.4, pp.553-574, 1999.
DOI : 10.1007/BF01206285

D. Guégan, Non-stationary samples and meta-distribution ISI Platinium Jubilee Volume: Statistical sciences and interdisciplinary research, ICSPRAR World Scienti?c Review, 2010.

B. Hansen, Testing for structural change in conditional models, Journal of Econometrics, vol.97, issue.1, pp.93-115, 2000.
DOI : 10.1016/S0304-4076(99)00068-8

M. Heracleous, A. Koutris, and A. Spanos, Testing for nonstationarity using maximum entropy resampling: A misspeci?cation testing perspective, Econometric Reviews, vol.27, pp.363-384, 2008.

C. Granger and C. Starica, Nonstationarities in stock returns, The Review of Economics and Statistics, vol.87, pp.503-522, 2005.

I. Macneill, Properties of Sequences of Partial Sums of Polynomial Regression Residuals with Applications to Tests for Change of Regression at Unknown Times, The Annals of Statistics, vol.6, issue.2, pp.422-433, 1978.
DOI : 10.1214/aos/1176344133

A. Mcquarrie and C. Tsai, Regression and time series model selection, World Scienti?c, 1998.
DOI : 10.1142/3573

J. Nyblom, Testing for the Constancy of Parameters over Time, Journal of the American Statistical Association, vol.9, issue.405, pp.223-230, 1989.
DOI : 10.1080/01621459.1989.10478759

P. Perron, The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis, Econometrica, vol.57, issue.6, pp.1361-1401, 1989.
DOI : 10.2307/1913712

P. Perron, A test for changes in a polynomial trend function for a dynamic time series. Research Memorandum No. 363, 1991.

P. Perron, Dealing with structural breaks, Palgrave Handbook of Econometrics, vol.1, 2005.