Due to the widespread deployment of Global Navigation Satellite Systems (GNSSs) for critical road or urban applications, one of the major challenges to be solved is the provision of integrity to terrestrial environments, so that GNSS may be safety used in these applications. To do so, the integrity of the received GNSS signal must be analyzed in order to detect some local effect disturbing the received signal. This is desirable because the presence of some local effect may cause large position errors, and hence compromise the signal integrity. Moreover, the detection of such disturbing effects must be done before some pre-established delay. This kind of detection lies within the field of transient change detection. In this work, a finite moving average stopping time is proposed in order to approach the signal integrity problem with a transient change detection framework. The statistical performance of this stopping time is investigated and compared, in the context of multipath detection, to other different methods available in the literature. Numerical results are presented in order to assess their performance.