STOCKHOLM (AFP) - Danish submarine inventor Peter Madsen has admitted dismembering the body of Swedish journalist Kim Wall, whose body parts were found at sea after she interviewed him on board his home-made vessel, Danish police said.

In initial police questioning, Madsen had denied cutting up her body and said she died in an accident when a heavy submarine hatch fell on her head, but he has now changed his story to say she died of carbon monoxide poisoning while on board, police said in a statement.

The police earlier this month found the head and and legs of Wall and said there was no fracture to her skull.

Madsen's lawyers said on Monday that he has voluntarily accepted the prosecutor's request to extend his custody, meaning he will not appear in court on Tuesday.

Madsen was supposed to appear in court on Oct 31, but he will now remain in custody until Nov 15, the lawyer, Ms Betina Hald Engmark, told Reuters.

Earlier this month, police prosecutors had extended his custody until Oct 31 after officers found images "which we presume to be real" of women being strangled and decapitated on the hard drive on Madsen's computer in a laboratory he ran.

That, together with new postmortem evidence showing Wall was stabbed in her ribcage and genitals "around or shortly after her death", has added to the case against Madsen, the prosecutor has said.

Wall, a 30-year-old freelance journalist who was researching a story on Madsen, went missing after he took her out to sea in the 17-metre craft in August.