This paper is devoted to the study of some asymptotic properties of aM-estimator in a framework of detection of abrupt changes inrandom field's distribution. This class of problems includes e.g.recovery of sets. It involves various techniques, including M-estimation method, concentrationinequalities, maximal inequalities for dependent random variables and ϕ-mixing. Penalization of the criterion function when the size of thetrue model is unknown is performed. All the results apply under mild, discussedassumptions. Simple examples are provided.
