diff --git a/pandas/core/frame.py b/pandas/core/frame.py
index a66d00fff9714..d8269b605eef9 100644
--- a/pandas/core/frame.py
+++ b/pandas/core/frame.py
@@ -5501,7 +5501,22 @@ def corr(self, method='pearson', min_periods=1):
 
     def cov(self, min_periods=None):
         """
-        Compute pairwise covariance of columns, excluding NA/null values
+        Compute pairwise covariance of columns, excluding NA/null values.
+
+        Compute the pairwise covariance among the series of a DataFrame.
+        The returned data frame is the `covariance matrix
+        <https://en.wikipedia.org/wiki/Covariance_matrix>`__ of the columns
+        of the DataFrame.
+
+        Both NA and null values are automatically excluded from the
+        calculation. (See the note below about bias from missing values.)
+        A threshold can be set for the minimum number of
+        observations for each value created. Comparisons with observations
+        below this threshold will be returned as ``NaN``.
+
+        This method is generally used for the analysis of time series data to
+        understand the relationship between different measures
+        across time.
 
         Parameters
         ----------
@@ -5511,12 +5526,71 @@ def cov(self, min_periods=None):
 
         Returns
         -------
-        y : DataFrame
+        DataFrame
+            The covariance matrix of the series of the DataFrame.
+
+        See Also
+        --------
+        pandas.Series.cov : compute covariance with another Series
+        pandas.core.window.EWM.cov: expoential weighted sample covariance
+        pandas.core.window.Expanding.cov : expanding sample covariance
+        pandas.core.window.Rolling.cov : rolling sample covariance
 
         Notes
         -----
-        `y` contains the covariance matrix of the DataFrame's time series.
-        The covariance is normalized by N-1 (unbiased estimator).
+        Returns the covariance matrix of the DataFrame's time series.
+        The covariance is normalized by N-1.
+
+        For DataFrames that have Series that are missing data (assuming that
+        data is `missing at random
+        <https://en.wikipedia.org/wiki/Missing_data#Missing_at_random>`__)
+        the returned covariance matrix will be an unbiased estimate
+        of the variance and covariance between the member Series.
+
+        However, for many applications this estimate may not be acceptable
+        because the estimate covariance matrix is not guaranteed to be positive
+        semi-definite. This could lead to estimate correlations having
+        absolute values which are greater than one, and/or a non-invertible
+        covariance matrix. See `Estimation of covariance matrices
+        <http://en.wikipedia.org/w/index.php?title=Estimation_of_covariance_
+        matrices>`__ for more details.
+
+        Examples
+        --------
+        >>> df = pd.DataFrame([(1, 2), (0, 3), (2, 0), (1, 1)],
+        ...                   columns=['dogs', 'cats'])
+        >>> df.cov()
+                  dogs      cats
+        dogs  0.666667 -1.000000
+        cats -1.000000  1.666667
+
+        >>> np.random.seed(42)
+        >>> df = pd.DataFrame(np.random.randn(1000, 5),
+        ...                   columns=['a', 'b', 'c', 'd', 'e'])
+        >>> df.cov()
+                  a         b         c         d         e
+        a  0.998438 -0.020161  0.059277 -0.008943  0.014144
+        b -0.020161  1.059352 -0.008543 -0.024738  0.009826
+        c  0.059277 -0.008543  1.010670 -0.001486 -0.000271
+        d -0.008943 -0.024738 -0.001486  0.921297 -0.013692
+        e  0.014144  0.009826 -0.000271 -0.013692  0.977795
+
+        **Minimum number of periods**
+
+        This method also supports an optional ``min_periods`` keyword
+        that specifies the required minimum number of non-NA observations for
+        each column pair in order to have a valid result:
+
+        >>> np.random.seed(42)
+        >>> df = pd.DataFrame(np.random.randn(20, 3),
+        ...                   columns=['a', 'b', 'c'])
+        >>> df.loc[df.index[:5], 'a'] = np.nan
+        >>> df.loc[df.index[5:10], 'b'] = np.nan
+        >>> df.cov(min_periods=12)
+                  a         b         c
+        a  0.316741       NaN -0.150812
+        b       NaN  1.248003  0.191417
+        c -0.150812  0.191417  0.895202
         """
         numeric_df = self._get_numeric_data()
         cols = numeric_df.columns