If you have created your own custom page in the JFR Outline ("New Page > Custom Page ..."), the name is automatically "Filtered Events".

You can change the name of the page if you select the page in the outline, and the locate the small triangle next to the Page Title in the Editor area and left-click it and select "Rename...". A dialog appears "Rename", with the prompt "Enter a new title".

I think you should be able to rename it directly in the Outline area. Normally the keyboard shortcut is F2 on Windows to do this, but it should be a context menu item too.

I prefer if you can change the name directly in the Outline area, just like when you rename a folder in e.g. Windows Explorer or Finder on OS X. Opening a dialog seems unnecessary.

One might consider letting the user select the name directly after the page is created – again compare with creating a new folder in the file system. The difference here is that you have first selected some events, so you have been pushed astray a bit in comparison with the file system example.