1. A method of authenticating security documents based on an analysis of intrinsic features of the security documents which are produced by intaglio printing, which analysis involves a decomposition of one or more sample images of at least a part of a candidate document to be authenticated based on Wavelets, each sample image being digitally processed by performing a Wavelet transform of the sample image in order to derive a set of classification features allowing a classification of the candidate document within a multidimensional feature space, wherein the method is based on an adaptive Wavelet approach, which adaptive Wavelet approach includes the following steps: prior to carrying out the Wavelet transform, defining a categorization map containing local information about different intaglio line structures that are found on the security documents and allocating a pool of Wavelet types to the categorization map; carrying out a Wavelet selection among the pool of Wavelet types based on the categorization map; and performing the Wavelet transform of the sample image on the basis of the selected Wavelet, wherein the step of defining the categorization map includes defining a statistical model of each given intaglio line structure, wherein the statistical model is built from measurements of a line width and of a line distance within each given intaglio line structure, wherein the statistical model includes a 4-tuple of parameters characterizing four histograms representative of each given intaglio line structure, and wherein the four histograms comprise: a histogram of the statistical distribution of line widths in a horizontal direction, a histogram of the statistical distribution of line distances in the horizontal direction, a histogram of the statistical distribution of line widths in a vertical direction, and a histogram of the statistical distribution of line distances in the vertical direction.