Structural breaks in time series

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Selective review of offline change point detection methods (2020, methodology): “Historically, the Gaussian distribution was first used, to model 269 mean-shifts [52–54] and scale shifts [39, 50, 55].”
Extensions of some classical methods in change point analysis (2014, methodology): “It is also noted in Aue and Horváth (2013) that a weak invariance principle for the sums of the observations is enough to obtain the limit distribution of CUSUM statistics, but the derivation of the limit of the maximally selected selfnormalized CUSUM requires approximation of the partial sums of…”
Threshold models in time series analysis—Some reflections (2015, background): “See, e.g., Aue and Horváth (2013) for a recent survey.”