Authorities are investigating a complaint filed by two Florida women who say they were in a car chase involving Caylee Anthony's grandparents.

Lois Peter and a friend say the chase allegedly began after they snapped a photograph of Cindy Anthony at a makeshift memorial set up for her granddaughter Caylee who was found dead last year, The Orlando Sentinel reported Wednesday.

Peter said a wooden cross she had placed at the memorial was missing and that Cindy Anthony allegedly took it.

Peter told police Cindy Anthony and her husband George, along with Dennis Milstead of Kid Finders Network, allegedly began chasing her car Monday night after she snapped the picture.

Brad Conway, a lawyer representing the Anthonys, questioned why the two St. Cloud women were in the Anthony's neighborhood late at night.

The sheriff's office says it is investigating the incident.