Gaussian Mixture Regression has been shown to be a powerful and easy-to-tune regression technique for imitation learning of constrained motor tasks in robots. Yet, current formulations are not suited when one wants a robot to learn incrementally and online a variety of new context-dependant tasks whose number and complexity is not known at programming time, and when the demonstrator is not allowed to tell the system when he introduces a new task (but rather the system should infer this from the continuous sensorimotor context). In this paper, we show that this limitation can be addressed by introducing an Incremental, Local and Online variation of Gaussian Mixture Regression (ILO-GMR) which successfully allows a simulated robot to learn incrementally and online new motor tasks through modelling them locally as dynamical systems, and able to use the sensorimotor context to cope with the absence of categorical information both during demonstrations and when a reproduction is asked to the system. Moreover, we integrate a complementary statistical technique which allows the system to incrementally learn various tasks which can be intrinsically defined in different frames of reference, which we call framings, without the need to tell the system which particular framing should be used for each task: this is inferred automatically by the system.