I had this a few times, but eventually they found the name of the person they wanted and changed it from mine. Assuming it's not your debt then the good news is if they're using your mobile number they haven't a clue who you are. Have they mentioned your name? (don't tell them if they ask).
Basically if they have just got the wrong number there's nothing you need to do to your phone as it would be like selling your house if they were bothering you there. Get their company name and address, and call their head office and tell them they've been calling your number and you will be contacting a lawyer if they do not stop (no need to but it makes them wake up). It often takes a good few attempts to be removed from a database but the main thing is they're only a nuisance and once you've spoken to their boss should ignore everything afterwards, except to call back in a few weeks if it carries on and could (which is free) make a complaint to trading standards. Either they wrote down the wrong number or were given a false one deliberately but either way it's not your problem and don't put yourself out changing phones.