Address review comment to annotate PeriodIndex as a class

Author: roberthdevries

doc/source/whatsnew/v1.4.3.rst

@@ -30,7 +30,7 @@ Fixed regressions
 - Fixed regression in :func:`assert_index_equal` when ``check_order=False`` and :class:`Index` has extension or object dtype (:issue:`47207`)
 - Fixed regression in :func:`read_excel` returning ints as floats on certain input sheets (:issue:`46988`)
 - Fixed regression in :meth:`DataFrame.shift` when ``axis`` is ``columns`` and ``fill_value`` is absent, ``freq`` is ignored (:issue:`47039`)
-- Fixed regression in :meth:`DataFrame.to_json` when ``index`` is of the type ``PeriodIndex`` causing a segmentation violation (:issue:`46683`)
+- Fixed regression in :meth:`DataFrame.to_json` when ``index`` is of the type :class:`PeriodIndex` causing a segmentation violation (:issue:`46683`)
 
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