The avalanche of data over the past 10-20 years has propelled cosmology into the “precision era”. The next challenge cosmology has to meet is to enter the era of accuracy. Because of the intrinsic nature of studying the Cosmos and the sheer amount of data available and coming, the only way to meet these challenges is by developing suitable and specific statistical techniques. The road from precision Cosmology to accurate Cosmology goes through statistical Cosmology. I will outline some open challenges and discuss some specific examples.