Your Fragment shouldn't have constructors (see this documentation and its examples).
You should have a newInstance() static method defined and pass any parameters via arguments (bundle)
For example:
public static final MyFragment newInstance(int title, String message)
{
    MyFragment fragment = new MyFragment();
    Bundle bundle = new Bundle(2);
    bundle.putInt(EXTRA_TITLE, title);
    bundle.putString(EXTRA_MESSAGE, message);
    fragment.setArguments(bundle);
    return fragment ;
}
And read these arguments at onCreate:
@Override
public Dialog onCreate(Bundle savedInstanceState)
{
    title = getArguments().getInt(EXTRA_TITLE);
    message = getArguments().getString(EXTRA_MESSAGE);
    //...
    //etc
    //...
}
This way if detached and re-attached the object state can be stored through the arguments, much like bundles attached to Intents.