The short-term cardiovascular control system is reviewed from the analysis of the heart rate, respiration and blood pressure beat-to-beat variability signals. The present state of the art concerning fractal and non-linear techniques as applied to the cardiovascular system and the differences between both approaches are highlighted. We present results obtained in mammals from statistics, such as the fractal exponent, the correlation dimension or the maximal Lyapunov exponent and discuss the convenience of these indexes for characterizing the irregularity present in the signals. Finally, the interdependence between the systems involved in the cardiovascular control is addressed. Recent results obtained from interdependence indexes between the cardio, respiratory and vascular signals are discussed and their convenience in physiological studies and clinical applications are stressed.