Conway's Game of Life Java Implementation
Bug 1

Your neighbor counting loops are only iterating twice instead of three times, so you aren't counting neighbors to the right or below.

Bug 2

If you were to correct Bug 1, your program would infinite loop in checkNeighbors because you modify your loop variables inside the loop when they wrap around.  So for example, if col is the rightmost column, you will set j to 0 inside the loop which will cause the j loop to never terminate.

Bug 3

You sometimes set your array elements to 2 or 3.  But in Life, each array element should be 0 or 1 only.  Your modifyElement function is incorrect.

Dead code

These two blocks of code are identical, so the second is useless:

                    if(i==row){
                        if(j==col){
                            continue;
                        }
                    }
                    if(j==col){
                        if(i==row){
                            continue;
                        }
                    }


Unused arguments

The changeState function has two unused arguments: row and col.