DOC: DatetimeIndex accepts name param

Just a docstring change to reflect `DatetimeIndex` taking a name parameter. I added a test since it wasn't explicitly tested anywhere.

```python
In [1]: from pandas import DatetimeIndex

In [2]: idx = DatetimeIndex(start='2000-01-01', periods=1, freq='A', name='TEST')

In [3]: idx.name
Out[3]: 'TEST'
```