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Backport PR #35562 on branch 1.1.x (BUG: Ensure rolling groupby doesn't segfault with center=True) #35610

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Backport PR #35562: BUG: Ensure rolling groupby doesn't segfault with center=True

@lumberbot-app lumberbot-app bot added this to the 1.1.1 milestone Aug 7, 2020
@jreback jreback added Groupby Regression Functionality that used to work in a prior pandas version Window rolling, ewma, expanding labels Aug 7, 2020
@jreback jreback merged commit c1676ce into pandas-dev:1.1.x Aug 7, 2020
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