Abstract: A method for inserting and detecting a watermark based on a stochastic model is disclosed. The apparatus for inserting a watermark based on a stochastic model, includes: a generator for generating a spread spectrum signal by using a user key from outside; an estimator for estimating an autocorrelation matrix of an original signal from outside as an object for inserting a watermark; an eigenvalue decomposer for decomposing the autocorrelation matrix to an eigenvector matrix and an eigenvalue matrix; a watermark shaper for shaping a watermark from the spread spectrum signal in reference to both the eigenvector matrix and the eigenvalue matrix; and an adder for adding the watermark to the original signal.