The question is actually a difficult one to answer as Skyrim is set in a fictional universe that has no real timeline comparisons. It has a mixture of culture, fashion, tech and animal life from various periods throughout earth's history and it depends on which of these you focus on to give it an earth equivalent for a time period.
The Nord culture is heavily influenced by the Viking age which ran from approximately the 8th to 11th century. The Imperials, modelled after the ancient Romans, are much earlier and could be anywhere from the alleged founding of Rome in 753 BC to sometime in the 5th century when it fell.
As for the animals, the time period is way out. The mammoths for example, disappeared on earth during the late Pleistocene period (approximately 11,000 before the present). Throughout most of this period, humans on earth had yet to evolve into the modern Homo sapiens that are depicted in the game world.
So just pick a period that takes your fancy and run with it.

Stannie