The correct time is when the soil is not frozen. Also needs to be at such a time that late frosts do not get either the corms (if a really hard frost which could freeze the soil) or the newly emerged shoots. Here we plant from mid April onwards, but I know that in warmer areas they begin earlier.
You also really need to stagger planting to get a succession of stems.

I pop mine into pots in the greenhouse from march and plant them out late may. I sink the pots in then lift them after flowering and store them in the coalshed. usually frost free but not this year. So I will have to wait and see what survives.

Plant them at least 5 " deep if you intend to leave them to overwinter.