Overnight sleep EEG recorded from 21 derivations was studied in 8 healthy subjects. The vector autoregressive model was fitted to all 21 channels simultaneously. Ordinary, multiple and partial coherences and directed transfer functions were estimated for sleep stages and wakefulness. Ordinary coherences give rather trivial information that coherence decreases with distance. Partial coherences revealed specific structure that was well repeatable for the subjects studied. Differences in coherence patterns between sleep stages were found by means of statistical tests. An increase of coherence was found for sleep stages 2, 3 and 4. Directed transfer function made possible the identification of the main centers from which EEG activity is spreading during sleep and wakefulness. During sleep the influence of subcortical structures was manifested by propagation of activity from the fronto-central region. The range of this interaction was highest in sleep stages 3 and 4. An EEG analysis, based on the approach of treating time series as a realization of one process and on the simultaneous (not pair-wise) evaluation of signals offers new possibilities in the investigation of synchronization and functional relations in the brain.