MEntoring progress

[sinemkilicdere]

Reference Issues/PRs

What does this implement/fix? Explain your changes.

Does your contribution introduce a new dependency? If yes, which one?

What should a reviewer concentrate their feedback on?

Any other comments?

PR checklist

For all contributions

• I've added myself to the list of contributors.
• Optionally, I've updated sktime's CODEOWNERS to receive notifications about future changes to these files.
• I've added unit tests and made sure they pass locally.

For new estimators

• I've added the estimator to the online documentation.
• I've updated the existing example notebooks or provided a new one to showcase how my estimator works.