Why was the HBO TV documentary about Robert Durst titled as The Jinx?

There are several possible interpretations.

First of all, the title seems to originate from an exchange in episode 2:

The title of “The Jinx: The Life and Deaths of Robert Durst” appears to come from a short exchange in this six-part HBO documentary’s second segment. Mr. Durst, the very rich New York real estate heir with the very strange and violent history, is discussing children — or his lack thereof. “I didn’t want to raise children,” he says. “I — somehow I thought it would be a jinx.”

Like many of Mr. Durst’s statements — delivered in a low, affectless monotone, accompanied by a series of tics and grimaces — this one is not entirely clear. Who or what is being jinxed? You might assume he means himself. But the film’s director, Andrew Jarecki, who’s conducting the interview, thinks differently. “That you might be a jinx for them?” he asks. Mr. Durst thinks for just a second and then agrees with this more selfless interpretation. “Yeah,” he says. “I knew I wasn’t going to be a good father.”

So what's a jinx? Let's break it down:

A jinx, in popular superstition and folklore, is:

• A type of curse placed on a person that makes them prey to many minor misfortunes and other forms of bad luck;
• A person afflicted with a similar curse, who, while not directly subject to a series of misfortunes, seems to attract them to anyone in his vicinity.
• An object or person that brings bad luck.

So there are several ways this title could relate to Durst:

• Durst is cursed with a jinx. Maintaining his innocence, Durst believes he's not to blame for all the 'unfortunate' incidents in his life, which are all the results of bad luck. But as the documentary dwells deeper into his life and uncovers some uncomfortable truths, another possibility emerges:

• Durst is the jinx and the title is then somewhat ironic. Durst is (allegedly) directly responsible for the murders and his own actions cursed others. This becomes obvious when the documentary procures some proof for his misdeeds in the final episode, which leads us to a final possibility:

• The documentary is Durst's jinx. By participating in the documentary, Durst has actually incriminated himself and supplied them with evidence (the letter and his supposed confession), leading to murder charges. Eventually, it seems, he has brought that bad luck on himself.