A method of estimating at least one modulation parameter of an OFDM signal, the signal being sampled during a time window in order to provide a sequence of samples, the method including: (a) grouping together consecutive samples of the sequence according to a tested value of the parameter, in order to form a plurality of vectors; (b) estimating a covariance matrix of the vectors; (c) calculating a theoretical covariance matrix that would be obtained using an OFDM signal of which the modulation parameter would have the tested value; (d) measuring a distance between the covariance matrix and the theoretical covariance matrix; and iterating the steps (a), (b), (c) and (d), wherein the estimated value of the parameter is that achieving a shortest distance in the step (d).