  Using a wavelet decomposition technique, we have extracted the Hurst exponent
for a sample of 46 long and 22 short Gamma-ray bursts (GRBs) detected by the
Gamma-ray Burst Monitor (GBM) aboard the Fermi satellite. This exponent is a
scaling parameter that provides a measure of long-range behavior in a time
series. The mean Hurst exponent for the short GRBs is significantly smaller
than that for the long GRBs. The separation may serve as an unbiased criterion
for distinguishing short and long GRBs.
