Over the last two decades, a large number of different methods had been used to study the fractal-like behavior of the heart rate variability (HRV). In this paper some of the most used techniques were reviewed. In particular, the focus is set on those methods which characterize the long memory behavior of time series (in particular, periodogram, detrended fluctuation analysis, rescale range analysis, scaled window variance, Higuchi dimension, wavelet-transform modulus maxima, and generalized structure functions). The performances of the different techniques were tested on simulated self-similar noises (fBm and fGn) for values of alpha, the slope of the spectral density for very small frequency, ranging from -1 to 3 with a 0.05 step. The check was performed using the scaling relationships between the various indices. DFA and periodogram showed the smallest mean square error from the expected values in the range of interest for HRV. Building on the results obtained from these tests, the effective ability of the different methods in discriminating different populations of patients from RR series derived from Holter recordings, was assessed. To this extent, the Noltisalis database was used. It consists of a set of 30, 24-h Holter recordings collected from healthy subjects, patients suffering from congestive heart failure, and heart transplanted patients. All the methods, with the exception at most of rescale range analysis, were almost equivalent in distinguish between the three groups of patients. Finally, the scaling relationships, valid for fBm and fGn, when empirically used on HRV series, also approximately held.