Transient rises and falls of the intracellular calcium concentration have been observed in numerous cell types and under a plethora of conditions. There is now a growing body of evidence that these whole-cell calcium oscillations are stochastic, which poses a significant challenge for modelling. In this review, we take a closer look at recently developed statistical approaches to calcium oscillations. These models describe the timing of whole-cell calcium spikes, yet their parametrisations reflect subcellular processes. We show how non-stationary calcium spike sequences, which e.g. occur during slow depletion of intracellular calcium stores or in the presence of time-dependent stimulation, can be analysed with the help of so-called intensity functions. By utilising Bayesian concepts, we demonstrate how values of key parameters of the statistical model can be inferred from single cell cal