A MOSUM procedure for the estimation of multiple random change points

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Change-point detection in high-dimensional covariance structure (2016, methodology): “In order to overcome this drawback we propose a method ideologically similar to MOSUM [5] [15]: choose a window size n ∈ N and compute parameter estimators using only n points before and n points after the central point t (see Section 2 for formal definition).”
Univariate mean change point detection: Penalization, CUSUM and optimality (2018, background): “In the last few years, a considerable amount of eﬀorts have been made into developing variants of BS in order to handle multiple change points scenarios, see e.g. Fryzlewicz (2014), Baranowski et al. (2016) and Eichinger and Kirch (2018).”
Change-point detection in panel data via double CUSUM statistic (2016, methodology): “In this paper, we focus on establishing the good performance of the DC statistic in high-dimensional CUSUM series aggregation when combined with a simple segmentation method, rather than considering more sophisticated algorithms such as the WBS (Fryzlewicz, 2014) or MOSUM (Kirch and Muhsal, 2015) pr”