We present a novel, automatic point-process approach that is able to provide continuous, instantaneous estimates of heart rate variability (HRV) and respiratory sinus arrhythmia (RSA) in long duration data recordings such as those during an entire night of sleep. We analyze subjects with and without sleep apnea who underwent diagnostic polysomnography. The proposed algorithm is able to quantify multi-scale high time resolution autonomic signatures of sleep fragmentation, such as arousals and stage transitions, throughout an entire night. Results demonstrate the ability of our methods to track fast dynamic transitions from sleep to wake and between REM sleep and other sleep stages, providing resolution details not available in sleep scoring summaries. An automatic threshold-based procedure is further able to detect brief arousals, with the instantaneous indices characterizing specific arousal dynamic signatures.