Over the past 40years, from its classical application in the characterization of geometrical objects, fractal analysis has been progressively applied to study time series in several different disciplines. In neuroscience, starting from identifying the fractal properties of neuronal and brain architecture, attention has shifted to evaluating brain signals in the time domain. Classical linear methods applied to analyzing neurophysiological signals can lead to classifying irregular components as noise, with a potential loss of information. Thus, characterizing fractal properties, namely, self-similarity, scale invariance, and fractal dimension (FD), can provide relevant information on these signals in physiological and pathological conditions. Several methods have been proposed to estimate the fractal properties of these neurophysiological signals. However, the effects of signal characteristics (e.g., its stationarity) and other signal parameters, such as sampling frequency, amplitude, and noise level, have partially been tested. In this chapter, we first outline the main properties of fractals in the domain of space (fractal geometry) and time (fractal time series). Then, after providing an overview of the available methods to estimate the FD, we test them on synthetic time series (STS) with different sampling frequencies, signal amplitudes, and noise levels. Finally, we describe and discuss the performances of each method and the effect of signal parameters on the accuracy of FD estimation.