In this study, EEG signals were analyzed using autoregressive (AR) method. Parameters in AR method were realized by using maximum likelihood estimation (MLE). Results were compared with fast Fourier transform (FFT) method. It is observed that AR method gives better results in the analysis of EEG signals. On the other hand, the results have also showed that AR method can also be used for some other researches and diagnosis of diseases. (C) 2001 Elsevier Science Ltd. All rights reserved.