The main concern of the present paper is to present and to analyse two procedures for modelling daily global solar radiation. The first one uses the clearness index techniques and the second one uses a totally different type of approach for taking in consideration important properties of such data, including non-Gaussian shape and non-stationarity. This procedure uses the difference between the extraterrestrial and the observed daily global radiation denoted "lost solar component". Both procedures are based on higher order statistics for generating the global solar radiation using mainly a random process. The prediction results show that the sequences of values generated have the same statistical characteristics as those of sequences observed. The comparison between the two methods used indicates that the developed model based on the "lost solar component" is better than the model obtained using the conventional procedure based on the clearness index. (C) 2002 Published by Elsevier Science Ltd.