In Spanish, a periphrasis is a special construction with at least two verbs (and sometimes other words) that behave as a group like a single verb would.
Periphrases normally have a helper verb, which is fully conjugated, but does not provide the main meaning in the periphrasis, and another non-finite verb (ie. an infinitive or a participle) which is not conjugated, but provides the main meaning of the periphrasis
For example:
Voy a pensar (I am going to think)