Backward Stochastic Differential Equation (BSDE) has been well studied and widely applied.The main difference from the original stochastic differential equation (OSDE) is that the BSDE is designed to depend on a terminal condition, which is a key factor in some financial and ecological circumstances.However, to the best of our knowledge, the terminal-dependent statistical inference for such a model has not been well explored in the existing literature.This paper is concerned with the the statistical inference for the integral form of Forward-backward Stochastic Differential Equation (FBSDE) and its remodeling form.