[DOC] Broken links on 'Estimator Overview' page

Describe the issue linked to the documentation

There was a new doc page added in recent update called ‘Estimator Overview’. https://www.sktime.org/en/latest/estimator_overview.html

While it is very useful, there’s an issue with it: all links to pages of estimators are broken. Problem is that all links contain additional /modules path in it, where an actual link to a page doesn’t have such part. See below: n = "https://www.sktime.org/en/latest/api_reference/modules/auto_generated/sktime.forecasting.arima.ARIMA.html" m = "https://www.sktime.org/en/latest/api_reference/auto_generated/sktime.forecasting.arima.ARIMA.html" where n - link from ‘estimator overview’ page, m - actual link.

Suggest a potential alternative/fix

Potential fix would be to remove /modules from the path. But I see that this page is auto-updating so I don’t know if there’s an actual way to fix this or how it’s done at all.

UPD: I tried to look through codebase and doc auto-generator files but found nothing. I guess without any experience w/ Sphinx it’s impossible to find the root of the issue.

[mloning]

@afzal442 if you push your changes we can see if the ReadTheDocs build succeeds. Please ping me in the PR to review.

[afzal442]

Thanks @FutureTribute for your investigation; feel free to connect with us; stay tuned! 🚀

yes @fkiraly, it is. but I discovered some issue apparently while building docs with make docs command; so generally it can be fixed in that way I described above but one needs to be sure if it works locally. thanks.

cc: @mloning