The rescaled range analysis techniques are used to investigate long-range dependence in plasma edge fluctuations [Mandelbrot and Wallis, Water Resources Res. 4, 909 (1969)]. This technology has been applied to data from several confinement devices such as tokamaks, stellarators, and reversed-field pinch. The results reveal the self-similar character of the electrostatic fluctuations at the plasma edge with self-similarity parameters ranging from 0.62 to 0.72. These results show that the tail of the autocorrelation function decays as a power law for time lags longer than the decorrelation time and as long as times of the order of the confinement time. In cold plasma devices (Te<1 eV at the core), there is no evidence of algebraic tails in the autocorrelation function. Some other characteristic features of the autocorrelation function and power spectrum have been investigated. All of these features are consistent with plasma transport as characterized by self-organized criticality.