Dr Aleksandar S. Nastić
Full Professor
Department of Mathematics
Personal data:
• Date
of birth: April 8, 1978 (Belgrade, Serbia)
• e-mail:
anastic78@gmail.com
Education:
• B.S. Faculty of Sciences and Mathematics University of Niš 2003
• MPhil Faculty of Sciences and Mathematics University of Niš 2008
• PhD Faculty of Sciences and Mathematics University of Niš 2012
• Magisterium
Thesis: Non-negative Integer-Valued Autoregressive Processes, (in Serbian),
Univ. of Niš, 2008 (Supervisor: M. M. Ristić);
• Ph.
D. Thesis: Contribution to the Analysis of nonnegative Integer Valued Time
Series Generated by Geometric Counting Series (in Serbian), Univ. of Niš, 2012
(Supervisor: M. M. Ristić).
Professional Experience:
Full time occupation:
• University
of Niš, Faculty of Sciences and Mathematics , Junior Teaching Assistant,
2004-2009
• University
of Niš, Faculty of Sciences and Mathematics, Teaching Assistant, 2009 – 2012
• University
of Niš, Faculty of Sciences and Mathematics,
Assistant Professor, 2012- 2015
·
University of Niš, Faculty
of Sciences and Mathematics, Associate
Professor, 2015- october 2020
·
University of Niš, Faculty
of Sciences and Mathematics, Full
Professor, from october 2020.
Visiting professor:
• Professor
and mentor at PhD School of Mathematics
• Professor
at University of Niš, Faculty of Occupational Safety
• Professor
at University of Kragujevac, Faculty of Agronomy
Teaching courses:
• Multivariate
analysis
• Sampling
theory and design of experiments
• Mathematical
Statistics
• Econometrics
• Statistics
• Decision
theory
• Statistical
software in Economics
• Statistical
Modelling
• Time
series in economics
• Regression
analysis in finance
• Regression
analysis
• Methods
of Statistical Analysis
• Experimental
statistics
PhD and Mphil mentorships and
committiees engagements
• Supervision
of 2 PhD disertations and over 15 MPhil thesis
• External
Assessor of one foreign PhD thesis
• Participation
in over 5 Phd defense committiees
• Participation
in more than 20 MPhil defense committiees
Memberships:
• Member
of the Serbian Scientific Mathematical Society
Research Speciality:
• Main: Integer-valued autoregressive processes
• Other: Time series analysis, Programming in
Statistics, Multivariate analysis
EDITORING:
·
Journal of Applied Statistics-SE
·
Filomat- SE,
·
Communications in Statistics -
Theory and methods-SE,
·
Communications in Statistics -
Simulation and Computation-SE
·
Facta
universitatis- Series in Mathematics and informatics-SE
·
ProbStat forum-AE
Research Grants and professional training:
• Republic
Science Foundation of Serbia Grant, Belgrade, the project "Discrete and
continuous stochastic models with applications" 1834, (2004)
• Republic
Science Foundation of Serbia Grant, Novi Sad, the project "Numerical
linear algebra, stochastics and statistics with applications" 144025,
(2006-2010)
• Republic
Science Foundation of Serbia Grant, Novi Sad, the project "Developement of
information computing and processing metods: theory and applications"
174013, (2011-present)
• EC Biomathematics Summer School: “Parameter Estimation in
Physiological models”, 13.09.2009
– 26.09.2009. Lipari, Italy, in organization of
European Commission and Marie
Curie Actions
• Regular and rapid variation and applications,
08.09.2014.-13.09.2014. Vrnjacka Banja, Serbia,
in organization of DAAD Project, Center of Excellence for Applications of
Mathematics
• MATHDebate-Searching Excellence in Math Education through Increasing
the Motivation for Learning, Republic of Macedonia, 01.07.2018.-03.07.2018, Ohrid, Northern Republic of Macedonia, in organization of: Sojuz na istrazhuvachi na
Makedonija-SIM Skopje.
• Virtual Learning Environment in University Laboratory Classes,
10.04.2019.-24.04.2019. University of Niš, Faculty
of Sciences and Mathematics, in organization of:
Centre for Professional Development and NETCHEM project.
Refereeing and Reviewing:
·
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:
Simulations and Computations,
·
Statistica Neerlandica,
·
Journal of Applied Mathematics,
·
Journal of Applied Statistics
·
Statistics and Probability Leters,
·
Facta universitatis- Series in
Mathematics and informatics,
·
Statistical Papers
·
Filomat
LIST OF PUBLICATIONS
__________________________________________________________________________________
Master Thesis
1. A.
S. Nastić (2008) Non-negative Integer-Valued Autoregressive Processes,
University of Niš, Faculty of Sciences and Mathematics (in Serbian).
Ph. D. Thesis
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
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. 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. 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. M.M.
Ristić, A.S. Nastić, M. S.
Djordjević, (2022) Time Series Analysis, University of Niš, Faculty of Sciences
and Mathematics, 2021, (in Serbian),
ISBN: 978-86-6275-136-2
__________________________________________________________________________________
Seleected Research Articles published in journals with Impact
Factor
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.
https://doi.org/10.3390/medicina58111650 (IF=2,948)
23. Pirković , B. A., Ristić, M. M., & Nastić, A. S. (2022) Random
Environment Integer-Valued Autoregressive Process with Discrete Laplace
Marginal Distributions: Accepted: February 2022. REVSTAT-Statistical
Journal. Retrieved from https://revstat.ine.pt/index.php/REVSTAT/article/view/430
(IF=1,250)
22. B. A. Pirkovic, 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, 4545–4576, https://doi.org/10.2298/FIL2113545P (IF=0.844)
https://journal.pmf.ni.ac.rs/filomat/index.php/filomat/article/view/16879
21.
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, pages. 355–384. DOI:10.2436/20.8080.02.92 (IF=1.125)
https://www.idescat.cat/sort/sort432/43.2.8.popovic-etal.pdf
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, pages. 726-741. (IF =0.424)
https://doi.org/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, pages. 35–65. (IF=0.365)
https://www.ine.pt/revstat/pdf/REVSTAT_v17-n1-3.pdf
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,
(IF=1.181)
https://doi.org/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, pages. 290-304. (IF=0.767)
https://doi.org/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, pages. 349–363.
(IF=0.365)
https://www.ine.pt/revstat/pdf/REVSTAT_v16-n3-5.pdf
15.
A. S. Nastić, M. M. Ristić, Ana D.
Janjić (2017) A mixed thinning based geometric INAR(1) model, Filomat, vol. 31, no. 13, pages.
4009–4022. (IF= 0.635)
https://doi.org/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, pages. 770-785. (IF=0.353)
https://doi.org/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, pages. 267–287. (IF=0.975)
https://doi.org/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, pages. 731-753. (IF=0.727)
https://doi.org/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, pages. 107–126. DOI: 10.1214/14-BJPS262 (IF=0.419)
https://projecteuclid.org/euclid.bjps/1453211805
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, pages. 5660 - 5678. (IF=0.311)
https://doi.org/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, pages. 466-476. (IF=0.808)
https://doi.org/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, pages. 481-485. (IF=1.501)
https://doi.org/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, pages.
1665-1672., (IF=1.420)
https://doi.org/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, pages. 903–915. (IF=0.787)
https://doi.org/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, pages. 4285-4301. ( IF=0.298)
https://doi.org/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, pages. 805-811.
(IF=0.531)
https://doi.org/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, pages. 606-618. (IF=0.298)
https://doi.org/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, pages. 2218-2226.
(IF=0.725)
https://doi.org/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, pages. 69-75. (IF=0.101). http://operator.pmf.ni.ac.rs/www/pmf/publikacije/filomat/2008/22-1-2008/f22-1-7.pdf
Other
Research Articles
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, pages.
525-535.
https://doi.org/10.22190/FUMI1903525L
http://casopisi.junis.ni.ac.rs/index.php/FUMathInf/article/view/4316
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, vol. 29 no.1, pages 25-42.
http://casopisi.junis.ni.ac.rs/index.php/FUMathInf/article/download/160/pdfc