WLBT/WAPT
Daniel Callihan, left, and Victoria Cox have been charged in Mississippi with capital murder and sexual battery, according to the police chief in Jackson, Mississippi.
CNN  — 

Two people arrested in Mississippi – including a man accused of killing a Louisiana woman last week and abducting her 4- and 6-year-old daughters, one of whom was found dead – have each been charged with capital murder and sexual battery in the children’s cases, police in Mississippi said Monday.

Daniel Callihan and Victoria Cox were arrested last week in Mississippi after authorities looking for the missing girls found the 4-year-old dead and the 6-year-old injured Thursday at a Jackson location investigators say could be tied to human trafficking, authorities had said.

Authorities in Louisiana had said Callihan is accused of killing the children’s mother, Callie Brunett, at her home in Loranger, Louisiana, and abducting the girls – a case that prompted investigators to issue an Amber Alert for the children hours before police found them more than 100 miles to the north in Jackson.

Callihan and Cox are charged in Mississippi in connection with crimes against the children, Jackson Police Chief Joseph Wade said Monday. Charges in Louisiana and federal charges are still pending, Wade said.

Cox is accused of being Callihan’s accomplice, Wade has said without elaborating. CNN has been unable to identify attorneys for Callihan or Wade.

Wade said he believes the 4-year-old girl, whose body was found unburied in woods behind a Jackson home, was suffocated or died from asphyxiation. The cause of death will be determined by a medical examiner, he said.

When asked whether Mississippi would seek the death penalty, Wade said that decision would be made by prosecutors, but “I think if there is a case that would definitely rise to the level of the death penalty, this would be it – because I still have imprinted in my head the site of that 4-year-old, in the woods, dead.”

“We do not anticipate right now, on the state level, charging anybody else outside of those two,” Wade said Monday. “The city of Jackson, (the state of) Louisiana and the whole Gulf South Region is a better place because those two are behind bars.”

Authorities have not discussed motives in the deaths of Brunett and the 4-year-old, or the children’s abductions.

In a court appearance on Monday, Cox asserted she had nothing to do with what Callihan is accused of doing, and that both girls were alive the last time she saw them in Jackson, according to CNN affiliate WLBT.

A judge on Monday said Cox could be held without opportunity for bond for the capital murder charge, and bond for Cox’s sexual battery charge was set at $500,000, WLBT reported.

How the investigation unfolded

An Amber Alert was issued Thursday for Brunett’s daughters after Brunett was found dead in her southeastern Louisiana home, Louisiana’s Tangipahoa Parish Sheriff’s Office has said. The alert said a man – who authorities later said was Callihan – was wanted “for questioning for a domestic violence incident, which occurred at the time of the abduction and resulted in a homicide.”

Investigators believe Callihan had dated Brunett “off and on,” Tangipahoa Parish Sheriff’s Office Chief Jimmy Travis said last week.

Hours after the Amber Alert, law enforcement in Jackson – some 130 miles north of Brunett’s Louisiana home – tracked down Callihan and found a “tragic scene,” Wade has said.

After a short pursuit, Callihan was arrested in a wooded area near a Jackson house and authorities found the body of the 4-year-old, according to Wade. The 6-year-old was found injured and was taken to a hospital, police said.

The 6-year-old still is recovering in Jackson, Wade said Monday.

Small cages and small wiring enclosures at the Jackson site have led investigators to believe human trafficking could have happened there, Wade said Monday.

Cox was arrested Friday at a motel in south Jackson, Wade has said.

As Callihan was being escorted by officers from the Jackson police headquarters Friday, a reporter asked him why he allegedly killed the girl.

“I have no reason for what I did,” Callihan told reporters. He added he’d been diagnosed with borderline personality disorder.

Callihan, when talking with investigators, did not deny anything and implicated Cox, Wade said Monday. Cox is an acquaintance of Callihan, the chief said last week.

A GoFundMe page was created “in loving support of the Brunett family in a time of unimaginable suffering” to raise money for funeral costs for Brunett and her 4-year-old daughter, and to help support the family and surviving child navigate the tragedy.

CNN’s Elizabeth Wolfe, Mallika Kallingal and Sarah Dewberry contributed to this report.