EEG analysis has at least 5 decades grew toghether with computer power and borrowed from applied statistics to time series, techniques from geology used to localize sources of thins of interest and methods of deterministic chaos. Just read the Fernado Lopes da Silva book for introduction

It depends on the objective of the study, for example, to characterize connectivity between channels, various models such as Graphical models, Hierarchical Bayesian Models, mixed effect models were used. There are various statistical and machine learning techniques were used to various applications such as feature extraction, predication and human computer interaction using EEG.

Please find attached book, which is good one for beginners..