You must first pre-align the data vectors b( s, t(s):ts(s)+a ) into the columns of a matrix B. That way, parfor can see that the data pieces are parallel across s and can slice them,
t=t(:).'; %row
s=(1:e);
T=bsxfun(@plus, t(1:e),(0:a).');
S=repmat((1:e),a+1,1);
idx=sub2ind(size(b), S,T);
B=b(idx);
parfor s=1:e
B(:,s)= ...
end
b(idx)=B;