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The fractional Cox-Ingersoll-Ross (CIR) process is defined as the pathwise solution of the stochastic differential equation \\[ dX(t)= (k-aX(t)) dt + \\sigma \\sqrt{ X(t)} \\circ dB^H(t), \\qquad X(0)>0,\\tag{1} \\] where \\(a,k,\\sigma>0\\) and the integral is defined as a pathwise Stratonovich integral. It is known that for \\(H>1/2\\), such process is strictly positive and never hits zero, whereas for \\(H<1/2\\)  there is a positive probability that the process hits zero on a fixed time interval \\([0,T]\\) and this probability converges to one as  \\(k\\) tends to \\(\\infty\\).     This paper deals with the construction of the  fractional CIR process on the whole interval \\([0,T]\\), when \\(H<1/2\\). To do this, the authors consider the solution to the stochastic differential equation \\[ dY_{\\varepsilon} (t)= \\frac 12 \\left(  \\frac k { Y_{\\varepsilon} (s) \\mathbf{1}_{\\{Y_{\\varepsilon} (s) >0\\}} +\\varepsilon} -a Y_{\\varepsilon} (t) \\right) dt +\\frac {\\sigma}2 dB^H(t),\\qquad Y_{\\varepsilon}(0)=Y_0>0, \\] where \\(a,k,\\sigma, Y_0, \\varepsilon>0\\). They prove that the pointwise limit \\(Y(t)=\\lim_{\\varepsilon\\rightarrow 0} Y_{\\varepsilon}(t)\\) exists, and almost surely, it is nonnegative and positive a.e. with respect to the Lebesgue measure. Moreover, \\(Y\\) is continuous and satisfies the equation \\[ Y(t) = Y(\\alpha) + \\frac 12 \\int_{\\alpha}^t  \\left(  \\frac k {  Y(s)} -a Y (s) \\right) ds +\\frac {\\sigma}2 (B^H(t)- B^H(\\alpha)), \\] for all \\(t\\in [\\alpha, \\beta]\\) where \\((\\alpha, \\beta)\\) is any interval where \\(Y\\) is positive. Then, it is proved that the process  \\(X(t)= Y^2(t)\\) satisfies the the stochastic differential equation (1) on any interval \\((\\alpha, \\beta)\\) where \\(Y\\) is positive, with initial condition 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