Dr Aleksandar S. Nastić
Full professor
Department of Mathematics
Prof. Dr Aleksandar S.
Nastić
Born on 8 April 1978 in Belgrade, Republic of Serbia
E-mail: aleksadnar.nastic@pmf.edu.rs; anastic78@gmail.com;
anastic@pmf.ni.ac.rs
EDUCATION
·
Graduate Academic Studies, Faculty of Sciences
and Mathematics, University of Niš, 2003
·
Master's Studies, Faculty of Sciences and
Mathematics, University of Niš, 2008
·
Doctoral Studies, Faculty of Sciences and
Mathematics, University of Niš, 2012
·
Master's thesis: Non-negative Integer-Valued
Autoregressive Processes (in Serbian), University of Niš, 2008
·
Doctoral dissertation: Contribution to the
Analysis of Nonnegative Integer-Valued Time Series Generated by Geometric
Counting Series (in Serbian), University of Niš, 2012
PROFESSIONAL EXPERIENCE
At the Faculty of Sciences and Mathematics, University of
Niš, employed full-time as:
·
Teaching Assistant, 2009–2012
·
Assistant Professor, 2012–2015
·
Associate Professor, 2015–October 2020
·
Full Professor, 2020–present
Additional academic appointments:
·
Professor and mentor at the Doctoral School of
Mathematics
·
Professor at the Faculty of Occupational Safety,
University of Niš
·
Professor in undergraduate and doctoral studies
at the Faculty of Agronomy in Čačak, University of Kragujevac
COURSES TAUGHT
·
Multivariate Analysis
·
Sampling Theory and Experimental Design
·
Mathematical Statistics
·
Econometrics
·
Statistics
·
Decision Theory
·
Statistical Packages in Economics
·
Statistical Modeling
·
Time Series in Economics
·
Regression Analysis in Finance
·
Regression Analysis
·
Methods of Statistical Analysis
·
Experimental Statistics
SUPERVISION AND PARTICIPATION IN PhD AND
MASTER'S THESIS COMMITTEES
·
Supervision of 3 PhD dissertations and more than
30 MPhil theses
·
External assessor of one foreign PhD thesis
·
Participation in more than 8 PhD defense
committees
·
Participation in more than 40 MPhil defense
committees
RESEARCH INTERESTS
·
Main: Time series analysis
·
Other: Regression analysis, Programming in
Statistics, Multivariate Analysis
EDITORIAL BOARDS AND PROFESSIONAL
ASSOCIATIONS
·
Journal of Applied Statistics – Scientific
Editor (SE)
·
Filomat – Scientific Editor (SE)
·
Communications in Statistics – Theory and
Methods – Scientific Editor (SE)
·
Communications in Statistics – Simulation and
Computation – Scientific Editor (SE)
·
Communications in Statistics – Case Studies and
Data Analysis – Scientific Editor (SE)
·
Facta Universitatis – Series: Mathematics and
Informatics – Scientific Editor (SE)
·
ProbStat Forum – Associate Editor (AE)
·
Member of the Serbian Scientific Mathematical
Society
RESEARCH PROJECTS AND PROFESSIONAL
DEVELOPMENT
·
Republic Science Foundation of Serbia Grant,
Belgrade, project "Discrete and continuous stochastic models with
applications", No. 1834 (2004)
·
Republic Science Foundation of Serbia Grant,
Novi Sad, project "Numerical linear algebra, stochastics and statistics
with applications", No. 144025 (2006–2010)
·
Republic Science Foundation of Serbia Grant,
Novi Sad, project "Development of information computing and processing
methods: theory and applications", No. 174013 (2011–present)
·
EC Biomathematics Summer School: "Parameter
Estimation in Physiological Models", 13–26 September 2009, Lipari, Italy,
organized by the European Commission and Marie Curie Actions
·
"Regular and Rapid Variation and
Applications", 8–13 September 2014, Vrnjačka Banja, Serbia, organized
within the DAAD Project, Center of Excellence for Applications of Mathematics
·
"MATHDebate – Searching Excellence in Math
Education through Increasing the Motivation for Learning", 1–3 July 2018,
Ohrid, Republic of Macedonia, organized by Sojuz na Istražuvači na Makedonija –
SIM Skopje
·
"Virtual Learning Environment in University
Laboratory Classes", 10–24 April 2019, University of Niš, Faculty of
Sciences and Mathematics, organized by the Centre for Professional Development
and the NETCHEM project
PEER-REVIEW ACTIVITIES FOR JOURNALS
·
Journal of Statistical Planning and Inference
·
Advances in Difference Equations
·
Annals of Data Science
·
Communications in Statistics – Theory and
Methods
·
Communications in Statistics – Case Studies and
Data Analysis
·
Communications in Statistics – Simulation and
Computation
·
Statistica Neerlandica
·
Journal of Applied Mathematics
·
Journal of Applied Statistics
·
Statistics and Probability Letters
·
Facta Universitatis – Series: Mathematics and
Informatics
·
Statistical Papers
·
Filomat
·
and others
PUBLICATIONS
Master's Thesis
1. A. S. Nastić (2008) Non-negative Integer-Valued
Autoregressive Processes, University of Niš, Faculty of Sciences and
Mathematics (in Serbian).
Doctoral Dissertation
2. A. S. Nastić (2012) Contribution to the Analysis of
Nonnegative Integer-Valued Time Series Generated by Geometric Counting Series,
University of Niš, Faculty of Sciences and Mathematics (in Serbian).
Books and Textbooks
1.
1. B. Č. Popović, A. S. Nastić, M. S.
Djordjević, Problems in Mathematical Statistics, University of Niš, Faculty of
Sciences and Mathematics, 2014 (in Serbian), ISBN 978-86-6275-030-3
2.
2. A. S. Nastić, M. M. Ristić, Decision Theory,
University of Niš, Faculty of Sciences and Mathematics, 2018 (in Serbian), ISBN
978-86-6275-078-5
3.
3. M. M. Ristić, A. S. Nastić, B. V. Popović,
Mathematical Statistics, University of Niš, Faculty of Sciences and
Mathematics, 2021 (in Serbian), ISBN 978-86-6275-118-8
4.
4. M. M. Ristić, A. S. Nastić, M. S. Djordjević,
Time Series Analysis, University of Niš, Faculty of Sciences and Mathematics,
2021 (in Serbian), ISBN 978-86-6275-136-2
5.
5. M. M. Ristić, A. S. Nastić, B. T. Todorović,
Regression Analysis, University of Niš, Faculty of Sciences and Mathematics,
2021 (in Serbian), ISBN 978-86-6275-161-4
Scientific Papers in Journals with Impact Factor
30.M.S. Đorđević,
A.S. Nastić (2026) The correlation structure of the latent
components of the time series with discrete Laplace marginals and its impact to
parameter estimation, Facta
Universitatis, Series: Mathematics and Informatics, Vol. 41, No 2 (2026),
489–506, https://doi.org/10.22190/FUMI260502030D (M22).
29. M. S. Stojanović, T. D. Čamagić, A. S. Nastić (2026)
Parameter-Controlled Regime-Switching INAR(1) Model in a Random Environment
with Modified Negative Binomial Thinning and Innovation-Free Dynamics,
Lobachevskii Journal of Mathematics, 2026, Vol. 47, No. 5, pp. 2409–2425. DOI:
10.1134/S1995080226617388 (M22, IF=0.8).
28. M. S. Stojanović, A. S. Nastić, B. A. Pirković (2026)
Regime-Switching Random Environment INAR(1) Model with Modified Negative
Binomial Thinning and Innovation-Free Dynamics, Lobachevskii Journal of
Mathematics, 2026, Vol. 47, No. 4, pp. 1842–1856. DOI:
10.1134/S1995080226616930 (M22, IF=0.8).
27. T. D. Čamagić, A. S. Nastić, M. S. Đorđević (2025)
Value-Correlation Controlled Integer-Valued Autoregressive Process in Random
Environment, FILOMAT, Filomat 39:21 (2025), 7173–7193. DOI: 10.2298/FIL2521173C
(M21, IF=0.9).
26. V. Agiwal, A. S. Nastić, H. S. Bakouch (2024)
Incorporating Non-Gaussian Stochastic Disturbances in Panel Time Series Models
to Account for Structural Breaks, FILOMAT, Vol. 38, No. 21 (2024), 7329–7354.
DOI: 10.2298/FIL2421329A (M21, IF=0.9).
25. Pirković, B. A., Ristić, M. M., & Nastić, A. S.
(2023) Random Environment Integer-Valued Autoregressive Process with Discrete
Laplace Marginal Distributions, REVSTAT – Statistical Journal, Vol. 21, No. 4,
pp. 469–490. DOI: 10.57805/revstat.v21i4.430 (M22, IF=1.250).
24. Lidija Popović Dragonjić, Maja Jovanović, Miodrag Vrbić,
Aleksandar Nastić, Miodrag Djordjević, Milica Veljković (2022) The Occurrence
of Acute Pancreatitis in Adult Patients during a Measles Outbreak from November
2017 to May 2018 in Southeastern Serbia, Medicina 58, No. 11: 1650. DOI:
10.3390/medicina58111650.
23. B. A. Pirković, P. N. Laketa, A. S. Nastić (2021) On
Generalized Random Environment INAR Models of Higher Order: Estimation of
Random Environment States, FILOMAT, Vol. 35, No. 13, pp. 4545–4576. DOI:
10.2298/FIL2113545P (M21, IF=0.988).
22. P. M. Popović, P. N. Laketa, A. S. Nastić (2019)
Forecasting with two generalized integer-valued autoregressive processes of
order one in the mutual random environment, SORT – Statistics and Operations
Research Transactions, Vol. 43, No. 2, pp. 355–384. DOI: 10.2436/20.8080.02.92
(M22, IF=1.125).
21. P. N. Laketa, A. S. Nastić (2019) Conditional Least
Squares Estimation of the Parameters of Higher Order Random Environment INAR
Models, Facta Universitatis, Series: Mathematics and Informatics, Vol. 34, No.
3 (2019), pp. 525–535. DOI: 10.22190/FUMI1903525L.
20. M. M. Ristić, M. Bourguignon, A. S. Nastić (2019)
Zero-Inflated NGINAR(1) Process, Communications in Statistics – Theory and
Methods, Vol. 48, No. 3, pp. 726–741 (M23, IF=0.424). DOI:
10.1080/03610926.2018.1435808.
19. A. S. Nastić, P. N. Laketa, M. M. Ristić (2019) Random
Environment INAR Models of Higher Order, REVSTAT – Statistical Journal, Vol.
17, No. 1, pp. 35–65 (M23, IF=0.365).
18. P. N. Laketa, A. S. Nastić, M. M. Ristić (2018)
Generalized Random Environment INAR Models of Higher Order, Mediterranean
Journal of Mathematics, Vol. 15, No. 1, Article 9 (M21, IF=1.181). DOI:
10.1007/s00009-017-1054-z.
17. A. V. Miletić-Ilić, M. M. Ristić, A. S. Nastić, H. S.
Bakouch (2018) An INAR(1) Model Based on a Mixed Dependent and Independent
Counting Series, Journal of Statistical Computation and Simulation, Vol. 88,
No. 2, pp. 290–304 (M22, IF=0.767). DOI: 10.1080/00949655.2017.1388380.
16. P. M. Popović, A. S. Nastić, M. M. Ristić (2018)
Residual Analysis with Bivariate INAR(1) Models, REVSTAT – Statistical Journal,
Vol. 16, No. 3, pp. 349–363 (M23, IF=0.365).
15. A. S. Nastić, M. M. Ristić, Ana D. Janjić (2017) A Mixed
Thinning Based Geometric INAR(1) Model, Filomat, Vol. 31, No. 13, pp. 4009–4022
(M22, IF=0.635). DOI: 10.2298/FIL1713009N.
14. A. S. Nastić, M. M. Ristić, A. V. Miletić-Ilić (2017) A
Geometric Time Series Model with an Alternative Dependent Bernoulli Counting
Series, Communications in Statistics – Theory and Methods, Vol. 47, No. 2, pp.
770–785 (M23, IF=0.353). DOI: 10.1080/03610926.2015.1005100.
13. A. S. Nastić, P. N. Laketa, M. M. Ristić (2016) Random
Environment Integer-Valued Autoregressive Process, Journal of Time Series
Analysis, Vol. 37, No. 2, pp. 267–287 (M22, IF=0.975). DOI: 10.1111/jtsa.12161.
12. P. M. Popović, M. M. Ristić, A. S. Nastić (2016) A
Geometric Bivariate Time Series with Different Marginal Parameters, Statistical
Papers, Vol. 57, No. 3, pp. 731–753 (M22, IF=0.727). DOI:
10.1007/s00362-015-0677-z.
11. A. S. Nastić, M. M. Ristić, M. Djordjević (2016) An INAR
Model with Discrete Laplace Marginal Distributions, Brazilian Journal of
Probability and Statistics, Vol. 30, No. 1, pp. 107–126 (M23, IF=0.419). DOI:
10.1214/14-BJPS262.
10. A. S. Nastić, M. M. Ristić, P. M. Popović (2016)
Estimation in a Bivariate Integer-Valued Autoregressive Process, Communications
in Statistics – Theory and Methods, Vol. 45, No. 19, pp. 5660–5678 (M23,
IF=0.311). DOI: 10.1080/03610926.2014.948203.
9. M. M. Ristić, A. S. Nastić, A. V. Miletić-Ilić (2013) A
Geometric Time Series Model with Dependent Bernoulli Counting Series, Journal
of Time Series Analysis, Vol. 34, No. 4, pp. 466–476 (M22, IF=0.808). DOI:
10.1111/jtsa.12023.
8. M. M. Ristić, A. S. Nastić, K. Jayakumar, H. S. Bakouch
(2012) A Bivariate INAR(1) Time Series Model with Geometric Marginals, Applied
Mathematics Letters, Vol. 25, No. 3, pp. 481–485 (M21, IF=1.501). DOI:
10.1016/j.aml.2011.09.040.
7. A. S. Nastić, M. M. Ristić, H. S. Bakouch (2012) A
Combined Geometric INAR(p) Model Based on Negative Binomial Thinning,
Mathematical and Computer Modelling, Vol. 55, No. 5–6, pp. 1665–1672 (M21a,
IF=1.420). DOI: 10.1016/j.mcm.2011.10.080.
6. M. M. Ristić, A. S. Nastić (2012) A Mixed INAR(p) Model,
Journal of Time Series Analysis, Vol. 33, No. 6, pp. 903–915 (M22, IF=0.787).
DOI: 10.1111/j.1467-9892.2012.00806.x.
5. A. S. Nastić (2012) On Shifted Geometric INAR(1) Models
Based on Geometric Counting Series, Communications in Statistics – Theory and
Methods, Vol. 41, No. 23, pp. 4285–4301 (M23, IF=0.298). DOI:
10.1080/03610926.2011.573164.
4. A. S. Nastić, M. M. Ristić (2012) Some Geometric Mixed
Integer-Valued Autoregressive (INAR) Models, Statistics and Probability
Letters, Vol. 82, No. 4, pp. 805–811 (M23, IF=0.531). DOI:
10.1016/j.spl.2012.01.007.
3. M. M. Ristić, A. S. Nastić, H. S. Bakouch (2012)
Estimation in an Integer-Valued Autoregressive Process with Negative Binomial
Marginals (NBINAR(1)), Communications in Statistics – Theory and Methods, Vol.
41, No. 4, pp. 606–618 (M23, IF=0.298). DOI: 10.1080/03610926.2010.529528.
2. M. M. Ristić, H. S. Bakouch, A. S. Nastić (2009) A New
Geometric First-Order Integer-Valued Autoregressive (NGINAR(1)) Process,
Journal of Statistical Planning and Inference, Vol. 139, No. 7, pp. 2218–2226
(M23, IF=0.725). DOI: 10.1016/j.jspi.2008.10.007.
1. M. M. Ristić, B. Č. Popović, A. Nastić, M. Djordjević
(2008) A Bivariate Marshall and Olkin Exponential Minification Process,
Filomat, Vol. 22, No. 1, pp. 69–75 (M23, IF=0.101).
Other Scientific Results
M50
2. P. N. Laketa, A. S. Nastić (2019) Conditional Least
Squares Estimation of the Parameters of Higher Order Random Environment INAR
Models, Facta Universitatis, Series: Mathematics and Informatics, Vol. 34, No.
3, pp. 525–535 (M51). DOI: 10.22190/FUMI1903525L.
1. A. S. Nastić (2014) On Suitability of Negative Binomial
Marginal and Geometric Counting Sequence in Some Applications of Combined
INAR(p) Model, Facta Universitatis, Series: Mathematics and Informatics, 29:1,
25–42 (M51).
M32
1. A. S. Nastić (2024) On Random Environment Integer-Valued
Autoregressive Models, XV Serbian Mathematical Congress, 19–22 June 2024,
Belgrade, Serbia, ISBN 978-86-7589-191-8; COBISS.SR-ID 146969609.
M33
1. M. Andjelković-Pešić, A. S. Nastić (2007) The Theory of
Constraints Significance for Product Mix Improvement, Proceedings of the
International Conference in Economics – Challenges of Economic Science and
Practice in the Process of Accession to the European Union, pp. 273–282, 18–19
October 2007, Faculty of Economics, University of Niš, Serbia. ISBN
978-86-85099-61-8; COBISS.SR-ID 145449740.
M34 – Conference Presentations
A. S. Nastić (2023) Adaptive Applicability of the Random
Environment INAR Models, 19th International Conference – Applied Statistics
2023, Koper/Capodistria, Slovenia, 24–26 September 2023.
A. S. Nastić (2022) Application of Linear Regression in
Modeling Relations of Health Parameters, EU eHealth Law and Public Health,
Ohrid, Republic of North Macedonia, 26–30 September 2022.
Pirković, B. A., Laketa, P. N., Nastić, A. S. (2021) Random
Environment Estimation Method for Generalized Random Environment INAR Models of
Higher Order, International Workshop on Nonlinear Analysis and its
Applications, Niš, 13–16 October 2021 (Book of Abstracts, p. 40).
M. M. Ristić, A. S. Nastić, P. M. Popović, P. N. Laketa
(2020) On Modeling Time Series of Counts Using INAR Models, 9th International
Eurasian Conference on Mathematical Sciences and Applications (IECMSA-2020),
25–28 August 2020, Skopje, Macedonia.
A. S. Nastić, P. N. Laketa, M. M. Ristić (2019) On Random
Environment Integer-Valued Autoregressive Process, Applied Statistics 2019 –
16th International Conference, 22–25 September 2019, Ribno (Bled), Slovenia.
A. S. Nastić, P. N. Laketa, M. M. Ristić (2018) On Random
Environment INAR Models of Higher and Variable Order, International Conference:
Algebra and Analysis with Application, 1–4 July 2018, Ohrid, Republic of
Macedonia.
A. S. Nastić, M. M. Ristić, M. S. Đorđević (2018)
Application of INAR Model with Discrete Laplace Marginal Distribution,
International Conference: Algebra and Analysis with Application, 1–4 July 2018,
Ohrid, Republic of Macedonia.
M. M. Ristić, A. S. Nastić, M. S. Đorđević (2018) New
Estimators for the Parameters of the SDLINAR(1) Model, XIV Serbian Mathematical
Congress, 16–19 May 2018, Kragujevac, Serbia.
A. S. Nastić, P. N. Laketa (2018) Conditional Least Squares
Estimation of the Parameters of Random Environment INAR Models of Higher Order,
XIV Serbian Mathematical Congress, 16–19 May 2018, Kragujevac, Serbia.
A. S. Nastić, P. N. Laketa, M. M. Ristić (2016) Random
Environment Integer-Valued Autoregressive Process, International Conference
Mathematics: Applied, 21–24 August 2016, Ohrid, Republic of Macedonia.
A. S. Nastić, M. M. Ristić, P. M. Popović (2014) On
Suitability of Negative Binomial Marginal and Geometric Counting Sequence in
Some Applications of Combined INAR(p) Model, Applied Statistics 2014 – 11th
International Conference, 21–24 September 2014, Ribno (Bled), Slovenia.
P. B. Popović, A. S. Nastić, M. M. Ristić (2014) Bivariate
Autoregressive Models in Time Series of Counts Forecasting, 13th Serbian
Mathematical Congress, 22–25 May 2014, Vrnjačka Banja, Serbia.
A. S. Nastić, M. M. Ristić (2014) On Outperforming Binomial
Thinning Operator Using Geometric Counting Sequence in Some Real-Life
Situations, 13th Serbian Mathematical Congress, 22–25 May 2014, Vrnjačka Banja,
Serbia.
M. M. Ristić, A. S. Nastić, P. M. Popović (2013) Bivariate
Models for Time Series of Counts, International Conference Applied Statistics
2013, 22–25 September 2013, Ribno (Bled), Slovenia.
A. S. Nastić, M. M. Ristić, H. S. Bakouch (2010) A Combined
Geometric INAR(p) Model Based on Negative Binomial Thinning, Analysis, Topology
and Applications 2010 (ATA2010), 20–25 June 2010, Vrnjačka Banja, Serbia.
M. M. Ristić, B. Č. Popović, A. S. Nastić, M. Đorđević
(2006) A Bivariate Marshall and Olkin Exponential Minification Process,
International Mathematical Conference, Topics in Mathematical Analysis and
Graph Theory (MAGT 2006), 31 August–4 September 2006, Belgrade, Serbia.
M64 – National Conference Presentations
P. M. Popović, M. M. Ristić, A. S. Nastić (2016) Analysis of
Prediction Errors Generated by BINAR(1) Models, Fourth National Conference –
Information Theory and Complex Systems (TINKOS 2016), 27–28 October 2016, Niš,
Serbia.
P. B. Popović, A. S. Nastić, M. M. Ristić (2015) Random
Coefficient Bivariate INAR(1) Model with Dependent Innovation Processes, Fifth
National Conference “Probabilistic Logics and Their Applications”, 29–30
October 2015, Mathematical Institute SASA, Belgrade, Serbia.
P. M. Popović, M. M. Ristić, A. S. Nastić (2014) Estimation
Methods in Bivariate Autoregressive Time Series of Counts, Fourth National
Conference “Probabilistic Logics and Their Applications”, 2–3 October 2014,
Mathematical Institute SASA, Belgrade, Serbia.
P. M. Popović, A. S. Nastić, M. M. Ristić (2014) On
Modelling Bivariate Time Series of Counts, Second National Conference –
Information Theory and Complex Systems (TINKOS 2014), 16–17 June 2014, Niš,
Serbia.
M. M. Ristić, P. M. Popović, A. S. Nastić (2012) INAR Models
and Application, Second National Conference “Probabilistic Logics and Their
Applications”, 27–28 September 2012, Mathematical Institute SASA, Belgrade,
Serbia.