NEW ORLEANS

- The arrest of Robert Durst, a wealthy eccentric linked to two killings and his wife's disappearance, came just a day before the finale in an HBO show about his life in which he said he "killed them all."

Durst was arrested on a murder warrant just before last night's finale of an HBO serial documentary about his links to three sensational killings.

In the finale, Durst was asked about similarities in handwriting in a letter he wrote and another linked to one of the killings. Later, filmmakers said Durst wore his microphone into the bathroom.

What followed was a bizarre rambling in which Durst said, apparently to himself, "There it is. You're caught" and "What the hell did I do? Killed them all of course."

The show ended, and it wasn't clear whether producers confronted Durst about the secretly recorded words, or what Durst meant by them.

Durst was arrested by FBI agents Saturday at a New Orleans hotel, on a warrant from Los Angeles for the murder of a mobster's daughter 15 years ago.

Durst was ordered held without bail and will have a hearing today.

Durst, 71, participated in the documentary, giving an extensive interview to filmmaker Andrew Jarecki for "The Jinx: The Life and Deaths of Robert Durst." Lewis said nothing his client revealed changes his innocence.

Durst has always maintained his innocence in the 2000 murder of Susan Berman, whose father was an associate of Las Vegas mobsters.

Berman, 55, a writer who became Durst's spokeswoman, was killed at her home near Beverly Hills with a bullet to the back of her head as New York investigators prepared to question her in the unsolved 1982 disappearance of Durst's wife, Kathleen.