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Fan} et \\textit{I. Gijbels} [see ``Local polynomial modelling and its applications.'' (1996; Zbl 0873.62037)]. Plus pr\u00e9cis\u00e9ment, ils consid\u00e9rent une r\u00e9gression non-param\u00e9trique: \\[ Y_i= m(x_i)+ e_i,\\quad 1\\leq i\\leq n, \\] o\u00f9 \\(x_i=i/n\\), \\(m(\\cdot)\\) pr\u00e9sente un saut au point \\(\\pi\\in(0,1)\\) et les \\(e_i\\) processus strictement stationnaire, v\u00e9rifient: \\[ Ee_i=0;\\;Ee_i^2= \\sigma^2< \\infty;\\;E(e_ie_{i+j})= r(j)\\sim c_\\alpha/ |j|^\\alpha,\\;0<\\alpha<1,\\;c_\\alpha \\text{ constantes }\\in (0,\\infty). \\] Les estimateurs de \\(\\tau\\) ainsi que de l'amplitude du saut en ce point sont choisis comme fonctions lin\u00e9aires des \\(Y_i\\) d\u00e9pendant de fonctions noyaux et d'un param\u00e9tre \\(h\\) interpr\u00e9table en terme de largeur de bande. Leur distribution asymptotique est \u00e9tudi\u00e9e et en particulier les conditions pour que leurs lois limites soient gaussiennes. 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