Prof. Aleksandar Nastić

Faculty of Sciences and Mathematics

Department of Mathematics

University of Nis

Email: aleksandar.[email protected]

Qualifications

2012, PhD, Faculty of Sciences and Mathematics, University of Nis

2008, MPhil, Faculty of Sciences and Mathematics, University of Nis

2003, B.S., Faculty of Sciences and Mathematics, University of Nis

Research Interests: Integer-valued autoregressive processes, Time series analysis, Programming in Statistics, Multivariate analysis

Publications (Selected)

1. Camagic, T. D., Nastic, A. S., & Dordevic, M. S. (2025). Value-correlation controlled integer-valued autoregressive process in random environment. Filomat, 39(21), 7173–7193.
2. Agiwal, V., Bakouch, H. S., & Nastic, A. (2024). Incorporating non-Gaussian stochastic disturbances in panel time series models to account for structural breaks. Filomat, 38(21), 7329–7354.
3. Pirkovic, B. A., Ristic, M. M., & Nastic, A. S. (2023). Random Environment Integer-Valued Autoregressive Process with Discrete Laplace Marginal Distributions. Revstat-Statistical Journal, 21(4), 469–490.
4. Dragonjic, L. P., Jovanovic, M., Vrbic, M., et al. (2022). The Occurrence of Acute Pancreatitis in Adult Patients during a Measles Outbreak from November 2017 to May 2018 in Southeastern Serbia. Medicina-Lithuania, 58(11), Article 1650.
5. Pirkovic, B. A., Laketa, N., & Nastic, A. S. (2021). On Generalized Random Environment INAR Models of Higher Order: Estimation of Random Environment States. Filomat, 35(13), 4545–4576.
6. Popovic, P. M., Laketa, N., & Nastic, A. S. (2019). Forecasting with two generalized integer-valued autoregressive processes of order one in the mutual random environment. SORT-Statistics and Operations Research Transactions, 43(2), 355–384.
7. Nastic, A. S., Laketa, N., & Ristic, M. M. (2019). RANDOM ENVIRONMENT INAR MODELS OF HIGHER ORDER. Revstat-Statistical Journal, 17(1), 35–65.
8. Ristic, M. M., Bourguignon, M., & Nastic, A. S. (2019). Zero-Inflated NGINAR(1) process. Communications in Statistics-Theory and Methods, 48(3), 726–741.
9. Popovic, P. M., Nastic, A. S., & Ristic, M. M. (2018). RESIDUAL ANALYSIS WITH BIVARIATE INAR(1) MODELS. Revstat-Statistical Journal, 16(3), 349–363.
10. Laketa, N., Nastic, A. S., & Ristic, M. M. (2018). Generalized Random Environment INAR Models of Higher Order. Mediterranean Journal of Mathematics, 15(1), Article 9.
11. Ilic, A. V. M., Ristic, M. M., Nastic, A. S., et al. (2018). An INAR(1) model based on a mixed dependent and independent counting series. Journal of Statistical Computation and Simulation, 88(2), 290–304.
12. Nastic, A. S., Ristic, M. M., & Ilic, A. V. M. (2017). A geometric time-series model with an alternative dependent Bernoulli counting series. Communications in Statistics-Theory and Methods, 46(2), 770–785.
13. Nastic, A. S., Ristic, M. M., & Janjic, A. D. (2017). A Mixed Thinning Based Geometric INAR(1) Model. Filomat, 31(13), 4009–4022.
14. Popovic, P. M., Ristic, M. M., & Nastic, A. S. (2016). A geometric bivariate time series with different marginal parameters. Statistical Papers, 57(3), 731–753.
15. Nastic, A. S., Laketa, N., & Ristic, M. M. (2016). Random environment integer-valued autoregressive process. Journal of Time Series Analysis, 37(2), 267–287.
16. Nastic, A. S., Ristic, M. M., & Djordjevic, M. S. (2016). An INAR model with discrete Laplace marginal distributions. Brazilian Journal of Probability and Statistics, 30(1), 107–126.
17. Nastic, A. S., Ristic, M. M., & Popovic, P. M. (2016). Estimation in a bivariate integer-valued autoregressive process. Communications in Statistics-Theory and Methods, 45(19), 5660–5678.
18. Ristic, M. M., Nastic, A. S., & Ilic, A. V. M. (2013). A geometric time series model with dependent Bernoulli counting series. Journal of Time Series Analysis, 34(4), 466–476.
19. Ristic, M. M., & Nastic, A. S. (2012). A mixed INAR(p) model. Journal of Time Series Analysis, 33(6), 903–915.
20. Nastic, A. S., & Ristic, M. M. (2012). Some geometric mixed integer-valued autoregressive (INAR) models. Statistics & Probability Letters, 82(4), 805–811.