In the present study, three kinds of time series from Four Great Classical Novels were extracted, including the number of sentences in a paragraph (NSAP), the number of characters in a paragraph (NCAP) and the number of characters in a sentence (NCAS). The above time series were analyzed by the method of detrended flutuation analysis (DFA). It is found that the scale-free characteristics exist at the paragraph level and the sentence level, and the scaling exponents are close to 0.60. Our finding indicates that long-correlations exist at different levels. Moreover, the time series of NCAP can be divided into ten over-capping segments with the length of 1 000. Based on the detrended flutuation analysis, it is found that the scaling exponents for the time series of NCAP are significantly different between the first part and the second part of A Dream of Red Mansions as well as All Men are Brothers. To be specific, the scaling exponents of the first and second parts are about 0.55 and 0.65, respectively. This significant change in scaling exponents confirms that A Dream of Red Mansions was finished by Cao Xueqin and Gao E. In addition, there is much chance that All Men are Brothers was written by Shi Naian and Luo Guanzhong together. Thus, our finding provides some suggestions for the controversy with respect to authors in both A Dream of Red Mansions and All Men are Brothers.