Authorities say they received a 911 call about the found articles on Sunday.
According to Newsday, they also are trying to determine the owner of an abandoned blue Toyota Prius on the south side of Ocean Parkway.
Nassau police say there is no connection between the missing woman and the discovery of 10 sets of human remains in the Gilgo Beach area between December 2010 and April 2011.
The identity of the missing woman was not disclosed.
The NYPD is working with Nassau and Suffolk police in the search.
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