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 show that the log-periodogram regression and the Detrended Fluctuation Analysis (DFA) . By using numerical simulations and analytical considerations we show that the estimators of the Hurst exponent for quantized processes .