Describe the issue linked to the documentation

Follows from #17387

Suggest a potential alternative/fix

Stop referencing preprocessing functions e.g. :

maxabs_scale
minmax_scale
normalize
quantile_transform
robust_scale
scale
power_transform

in the UG, and only add them e.g. in the "See Also" sections, or even just in the API ref.

In particular right now the first entr

Collection of follow-ups to #5827. These can/should be broken out into individual PRs. Many are relatively straightforward and would make a good first PR.

General

• Documentation (none was added in original PR).
• Release notes.
• Example notebook.
• Double-check how sm.tsa.arima.ARIMA works with fix_params (it should fail except when the fit method is statespace

Improve examples such that they are more incremental (in the import etc) without following strictly PEP8. It will make it nicer to read on the gallery generated online.