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.

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