text: Title: [DOC] for estimators documented in two modules across versions of `sktime`, changing between versions of the docs leads to 404
  Body: #### Describe the issue linked to the documentation
  
  `ExpandingWindowSplitter` used to be under `sktime.forecasting` but has been moved to `sktime.split`. However the documentation for old versions of the package is still up under `forecasting`. When you try to access the latest version of the code from the `forecasting` module, you get `404 Documentation page not found`. 
  
  For example:
  
  This link works: https://www.sktime.net/en/v0.21.0/api_reference/auto_generated/sktime.forecasting.model_selection.ExpandingWindowSplitter.html
  
  This link does not work: https://www.sktime.net/en/latest/api_reference/auto_generated/sktime.forecasting.model_selection.ExpandingWindowSplitter.html 
  
  <!--
  Tell us about the confusion introduced in the documentation.
  -->
  
  I was looking for the code for `ExpandingWindowSplitter` and did a Google search. That pointed me to an old version of `sktime.forecasting` instead of the latest version of `sktime.split`. 
  
  #### Suggest a potential alternative/fix
  
  It would be great if there were a way to link the two pages. Or indicate that the class moved to a different module.
  
  <!--
  Tell us how we could improve the documentation in this regard.
  -->
  
  If the code for a class moves from one module to another, maybe a notification could be at the top of the documentation page for earlier versions stating that the class is no longer in the same place in the latest version.
  
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