Before revision: We study how quantization, occurring when a continuously varying process is approximated by or observed on a grid of discrete values, changes the properties of a Gaussian long-memory process. By computing the asymptotic behavior of the autocovariance and of the spectral density , we find that the quantized process has the same Hurst exponent of the original process.
After revision: We study how quantization, occurring when a continuously varying process is approximated by or observed on a grid of discrete values, changes the properties of a Gaussian long memory process. We show that the autocovariance and the spectral density , we find that the quantized process has the same Hurst exponent of the original process.