How many data points are needed and how long should recording continue? For example Mandela Costa et al have recorded ECG data about 10 hours at 250 Hz. Is it obliged to record such a long time series? If not, how much is needed?
Yes, if you must use MSE you need such long records. As only RR intervals are used and MSE is intended to reveal long interval "correlations" (quotes to indicate that not only second order statistics are to be relevant) when the different scales are calculated, you are usually looking into hours-long interval. The 250 Hz sample frquency is also needed to accurately determine the RR interval. So, in short, you need huge datasets.