The characterisation of functional interdependencies of the autonomic nervous system (ANS) stands an evergrowing interest to unveil electroencephalographic (EEG) and Heart Rate Variability (HRV) interactions. This paper presents a biosignal processing approach as a supportive computational resource in the estimation of sleep dynamics. The application of linear, non-linear methods and statistical tests upon 10 overnight polysomnographic (PSG) recordings, allowed the computation of wavelet coherence and phase locking values, in order to identify discerning features amongst the clinical healthy subjects. Our findings showed that neuronal oscillations theta, alpha and sigma interact with cardiac power bands at mid-to-high rank of coherence and phase locking, particularly during NREM sleep stages.