Abstract: The paper presents methods for analyzing multiwavelength light curves of active galactic nuclei with uneven time sampling, including the use of the structure functions, autocorrelation and cross-correlation functions, Lomb–Scargle periodograms, and weighted wavelet analysis. The structure functions allow quantitative estimation of the temporal scales of variations, correlation functions provide detection of temporal delays between different frequencies, Lomb–Scargle periodograms detect periodicities in nonuniform data, and wavelet analysis makes it possible to localize variable processes in time and to study the evolution of the signal frequency composition. The comprehensive use of these methods allows detailed investigation of the temporal and frequency structure of physical processes in active galactic nuclei, taking into account the influence of the unevenness of experimental data. The advantages and limitations of each method are considered using examples of analyzing specific sources, and their practical significance for studying the variability of active galactic nuclei is demonstrated. © Pleiades Publishing, Ltd. 2025.