  A method for the detection of changes in the expectation in univariate
sequences is provided. Moving sum processes are studied. These rely on the
selection of a tuning bandwidth. Here, a framework to overcome bandwidth
selection is presented - the bandwidth adjusts gradually. For that, moving sum
processes are made dependent on both time and the bandwidth: the domain becomes
a triangle. On the triangle, paths are constructed which systematically lead to
change points. An algorithm is provided that estimates change points by
subsequent consideration of paths. Strong consistency for the number and
location of change points is shown. Simulations support estimation precision. A
companion R-package mscp is made available on CRAN.
