In quantum transport through nanoscale devices, fluctuations arise from various sources: the discreteness of charge carriers, the statistical non-equilibrium that is required for device operation, and unavoidable quantum uncertainty. As experimental techniques have improved over the last decade, measurements of these fluctuations have become available. They have been accompanied by a plethora of theoretical literature using many different fluctuation statistics to describe the quantum transport. In this paper, we overview three prominent fluctuation statistics: full counting, waiting time, and first-passage time statistics. We discuss their weaknesses and strengths, and explain connections between them in terms of renewal theory. In particular, we discuss how different information can be encoded in different statistics when the transport is non-renewal, and how this behavior manifests in the measured physical quantities of open quantum systems. All theoretical results are illustrated via a demonstrative transport scenario: a Markovian master equation for a molecular electronic junction with electron-phonon interactions. We demonstrate that to obtain non-renewal behavior, and thus to have temporal correlations between successive electron tunneling events, there must be a strong coupling between tunneling electrons and out-of-equilibrium quantized molecular vibrations.