 DOC: fix docstring validation errors for pandas.PeriodIndex
Addresses https://github.com/pandas-dev/pandas/issues/59637.

Fixes:
https://github.com/pandas-dev/pandas/blob/306385b0c157da62595a4b3efb23799b7d136c62/ci/code_checks.sh#L84-L104
Thanks @hlakams 