Before revision:  We show that the log-periodogram regression and the Detrended Fluctuation Analysis (DFA) are severely negatively biased estimators of the Hurst exponent for quantized processes .
After revision:  We consider the properties of two estimators of the Hurst exponent, namely the log-periodogram regression and the Detrended Fluctuation Analysis (DFA) are severely negatively biased estimators of the Hurst exponent for quantized processes .