It varies depending on how much wax your ear produces. Every patient is different on the amount of wax they can produce. That being said, the time table for changing the wax filter can range from once per week, to once every few months, to never even needing to be changed.
The wax filter is there to prevent wax from getting into the delicate components of your hearing aid. When this becomes clogged with wax or debris, they will need to be replaced as it can affect the sound quality of the hearing aid or even make the hearing aid stop working. You should inspect the wax filter frequently, and replace it once the wax or debris becomes noticeable.