NEW ORLEANS  — The arrest of Robert Durst, a wealthy eccentric linked to two killings and his wife’s disappearance, came just 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 Sunday evening’s showing 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.