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Backport PR #36911

@simonjayhawkins simonjayhawkins added the Window rolling, ewma, expanding label Oct 9, 2020
@simonjayhawkins simonjayhawkins added this to the 1.1.4 milestone Oct 9, 2020
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ignoring lint failures for now. xref #37004 (comment)

@simonjayhawkins simonjayhawkins merged commit 2092cd8 into pandas-dev:1.1.x Oct 9, 2020
@simonjayhawkins simonjayhawkins deleted the backport-of-pr-36911-on-1.1.x branch October 9, 2020 12:19
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