Context : Recently , wavelets and R / S analysis have been used as statistical tools to characterize the optical flickering of cataclysmic variables .

Aims : Here we present the first comprehensive study of the statistical properties of X-ray flickering of cataclysmic variables in order to link them with physical parameters .

Methods : We analyzed a sample of 97 X-ray light curves of 75 objects of all classes observed with the XMM -Newton space telescope .
By using the wavelets analysis , each light curve has been characterized by two parameters , \alpha and \Sigma , that describe the energy distribution of flickering on different timescales and the strength at a given timescale , respectively .
We also used the R / S analysis to determine the Hurst exponent of each light curve and define their degree of stochastic memory in time .

Results : The X-ray flickering is typically composed of long time scale events ( 1.5 \la \alpha \la 3 ) , with very similar strengths in all the subtypes of cataclysmic variables ( -3 \la \Sigma \la - 1.5 ) .
The X-ray data are distributed in a much smaller area of the \alpha - \Sigma parameter space with respect to those obtained with optical light curves .
The tendency of the optical flickering in magnetic systems to show higher \Sigma values than the non-magnetic systems is not encountered in the X-rays .
The Hurst exponents estimated for all light curves of the sample are larger than those found in the visible , with a peak at 0.82 .
In particular , we do not obtain values lower than 0.5 .
The X-ray flickering presents a persistent memory in time , which seems to be stronger in objects containing magnetic white dwarf primaries .

Conclusions : The similarity of the X-ray flickering in objects of different classes together with the predominance of a persistent stochastic behavior can be explained it terms of magnetically-driven accretion processes acting in a considerable fraction of the analyzed objects .