Iterative development implies revisiting usual waterfall model steps over the course of product lifetime. The stages can even overlap, i.e. while doing end-to-end testing you could already start preparing new requirements.
Incremental development means you roadmap your features and implement them incrementally.
Agile aims at creating "potentially shippable product" after every sprint. How you achieve it is a different story. Agile tries to employ "best" techniques from various fields (e.g. extreme programming). Agile does not exclude running neither incremental nor iterative development.
