I found these methods mentioned in bioengineering and other papers:
Fractal Dimension Measure, Probability Density Function of the Zero-crossing Intervals, Approximate Entropy
But I think every of that method has multiple variants and I have no idea if that methods really work, and if they work with artefacts in EEG or not (sometimes it is not clear from papers proposing these methods).
In some papers (with impact) are mentioned the specificity and sensitivity of some of these methods, but it is validated just on small amount of patient (10-20), is it relevant validation in this case?
Can you please answer me:
- what is the good methods? (either immune to artefacts or not)
- what is the specificity and sensitivity of these methods?
- what other papers are relevant to my questions
EDIT: What I have seen so far:
 HENDERSON, G. - IFEACHOR, E. - HUDSON, N. - GOH, C. - OUTRAM, N. - WIMALARATNA, S. - PERCIO, C. DEL - VECCHIO, F.: Development and assessment of methods for detecting dementia using the human electroencephalogram. 2006. Vol. 53, no. 8, s. 1557–1568. [cit. 2015-01-20]. . .
 JEONG, Jaeseung: EEG dynamics in patients with Alzheimer’s disease. 2004. Vol. 115, no. 7, s. 1490–1505. [cit. 2015-01-20]. . .
 ABÁSOLO, Daniel - HORNERO, Roberto - ESPINO, Pedro - POZA, Jesús - SÁNCHEZ, Clara I. - ROSA, Ramón DE LA: Analysis of regularity in the EEG background activity of Alzheimer’s disease patients with Approximate Entropy. 2005. Vol. 116, no. 8, s. 1826–1834. [cit. 2015-01-20].
 F. Letemendia and G. Pampiglione, “CLINICAL AND ELECTROENCEPHALOGRAPHIC OBSERVATIONS IN ALZHEIMER’S DISEASE,” J. Neurol. Neurosurg. Psychiatry, vol. 21, no. 3, pp. 167–172, Aug. 1958.
 E. B. Gordon and M. Sim, “The E.E.G. in presenile dementia.,” J. Neurol. Neurosurg. Psychiatry, vol. 30, no. 3, pp. 285–291, Jun. 1967.
 Y. a. L. Pijnenburg, Y. v d Made, A. M. van Cappellen van Walsum, D. L. Knol, P. Scheltens, and C. J. Stam, “EEG synchronization likelihood in mild cognitive impairment and Alzheimer’s disease during a working memory task,” Clin. Neurophysiol. Off. J. Int. Fed. Clin. Neurophysiol., vol. 115, no. 6, pp. 1332–1339, Jun. 2004.
 R. P. Brenner, C. F. Reynolds, and R. F. Ulrich, “Diagnostic efficacy of computerized spectral versus visual EEG analysis in elderly normal, demented and depressed subjects,” Electroencephalogr. Clin. Neurophysiol., vol. 69, no. 2, pp. 110–117, Feb. 1988.
 D. W. Liddell, “Investigations of E.E.G. findings in presenile dementia,” J. Neurol. Neurosurg. Psychiatry, vol. 21, no. 3, pp. 173–176, Aug. 1958.