Sounds as if they may be an "Exotic" brought in as a pet and escaped or were released. Check with the local DNR to see if there are other reports. If you have a box trap, use it to try to catch one of them, if you don't own one, a local Veterinarian or Humane Society is likely to have one you could borrow. The DNR may very well be interested anyway as exotics getting loose have become an increasing problem around the country. Good Luck.