Simultaneous thermal, acoustic, and magnetic emission (AE and ME) measurements during thermally induced martensitic transformation in Ni 2 MnGa single crystals demonstrate that all three types of the above noises display many coincident peaks and the same start and finish temperatures. The amplitude and energy distribution functions for AE and ME avalanches satisfy power-law behavior, corresponding to the symmetry of the martensite. At zero external magnetic field asymmetry in the exponents was obtained: their value was larger for heating than for cooling. Application of constant, external magnetic fields (up to B = 722 mT) leads to the disappearance of the above asymmetry, due to the decrease of the multiplicity of the martensite variants. Time correlations (i.e., the existence of nonhomogeneous temporal processes) within AE as well as ME emission events are demonstrated by deviations from the uncorrelated behavior on probability distributions of waiting times as well as of a sequence of number of events. It is shown that the above functions collapse on universal master curves for cooling and heating as well as for AE and ME noises. The analysis of the existence of temporal correlations between AE and ME events revealed that at short times the acoustic signals show a time delay relative to the magnetic one, due to the time necessary for the propagation of the ultrasound. At intermediate times, as expected, the magnetic signal is delayed, i.e., the magnetic domain rearrangement followed the steps of structural transformation. At much longer times the deviation from an uncorrelated (Poisson-type) behavior is attributed to the nonhomogeneity of the avalanche statistics.