There is a similar request up on GitHub - https://github.com/mathnet/mathnet-numerics/issues/264 .
I tinkered around with this a bit and found that the std dev got inaccurate pretty quickly doing something similar to the links above (of course I could have screwed things up). My opinion is that we re-compute the statistics over each window. It will be slower, but more accurate. There is overlap with MathNet.Filtering and the question is how do we handle that. Perhaps we should move the discussion over to GitHub, and we can decided on the best approach.
I tinkered around with this a bit and found that the std dev got inaccurate pretty quickly doing something similar to the links above (of course I could have screwed things up). My opinion is that we re-compute the statistics over each window. It will be slower, but more accurate. There is overlap with MathNet.Filtering and the question is how do we handle that. Perhaps we should move the discussion over to GitHub, and we can decided on the best approach.