diff --git a/sktime/datatypes/_utilities.py b/sktime/datatypes/_utilities.py
index a834550011d..ddc77a02a12 100644
--- a/sktime/datatypes/_utilities.py
+++ b/sktime/datatypes/_utilities.py
@@ -501,7 +501,7 @@ def get_window(obj, window_length=None, lag=None):
     )
 
 
-def get_slice(obj, start=None, end=None):
+def get_slice(obj, start=None, end=None, start_inclusive=True, end_inclusive=False):
     """Slice obj with start (inclusive) and end (exclusive) indices.
 
     Returns time series or time series panel with time indices
@@ -522,9 +522,16 @@ def get_slice(obj, start=None, end=None):
         must be int if obj is int indexed, timestamp if datetime indexed
         Exclusive end of slice. Default = None
         If None, then no slice at the end
+    start_inclusive : bool, optional, default = True
+        whether start index is inclusive (True) or not (False)
+    end_inclusive : bool, optional, default = False
+        whether end index is inclusive (True) or not (False)
+
     Returns
     -------
-    obj sub-set sliced for `start` (inclusive) and `end` (exclusive) indices
+    obj sub-set sliced for `start` to `end`, default is start/inclusive, end/exclusive
+        contains all indices from `start` (in- or exclusive as per `start_inclusive`)
+        up until `end` (in- or exclusive as per `end_inclusive`)
         None if obj was None
     """
     from sktime.datatypes import check_is_scitype, convert_to
@@ -550,6 +557,16 @@ def get_slice(obj, start=None, end=None):
         # and always subset on first dimension
         if obj.ndim > 1:
             obj = obj.swapaxes(1, -1)
+        # deal with inclusive/exclusive
+        if not start_inclusive:
+            start = start + 1
+        if end_inclusive:
+            end = end + 1
+        # deal with out-of-index
+        if start < 0:
+            start = 0
+        if start >= len(obj):
+            start = len(obj) - 1
         # subsetting
         if start and end:
             obj_subset = obj[start:end]
@@ -571,12 +588,24 @@ def get_slice(obj, start=None, end=None):
         else:
             time_indices = obj.index.get_level_values(-1)
 
+        def get_start_cond():
+            if start_inclusive:
+                return time_indices >= start
+            else:
+                return time_indices > start
+
+        def get_end_cond():
+            if end_inclusive:
+                return time_indices <= end
+            else:
+                return time_indices < end
+
         if start and end:
-            slice_select = (time_indices >= start) & (time_indices < end)
+            slice_select = get_start_cond() & get_end_cond()
         elif end:
-            slice_select = time_indices < end
+            slice_select = get_end_cond()
         elif start:
-            slice_select = time_indices >= start
+            slice_select = get_start_cond()
 
         obj_subset = obj.iloc[slice_select]
         return convert_to(obj_subset, obj_in_mtype)