NEW ORLEANS - Robert Durst, an eccentric millionaire, was arrested on a murder warrant just before Sunday's finale of a serial documentary about his links to three sensational killings.

FBI agents arrested Durst on Saturday at a New Orleans hotel on a warrant from Los Angeles in the slaying of a mobster's daughter 15 years ago, authorities said. Durst was ordered held without bond pending a hearing Monday. His lawyer, Chip Lewis, said Durst will agree to be taken to Los Angeles to face the first-degree-murder charge.

Durst participated in the documentary, giving an extensive interview to filmmaker Andrew Jarecki for The Jinx: The Life and Deaths of Robert Durst. But Lewis said nothing his client revealed changes his innocence. "It's all about Hollywood now," Lewis told the Associated Press.

But Durst's estranged and fearful relatives thanked authorities for tracking him down. "We are relieved and also grateful to everyone who assisted in the arrest of Robert Durst. We hope he will finally be held accountable for all he has done," his brother Douglas said in a statement.

Durst, 71, has always maintained his innocence in the 2000 murder of Susan Berman, whose father was an associate of mobsters Bugsy Siegel and Meyer Lansky.

Berman, a writer who become Durst's spokeswoman, was killed at her home next to 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.

Lewis said the film revealed nothing new, and he's got no doubt the timing of the arrest was orchestrated in coordination with HBO's broadcast of the final episode.

After Berman's death, Durst moved to Texas, where he lived as a mute woman until his arrest in 2001 after remains of his neighbor Morris Black were found in a bay. Lewis said Durst had shot Black in self-defense.