Go to the analytical object you want to rename, make sure editing is enabled, and click on the "General settings" icon.

In the "Settings" tab, you can change a few things:
Folder – choose a new location (if you want to change it) that will move the object.
Name – change the name of the object.
Description – change the description of the object.

Finally, save the changes by clicking on the "Save" icon.

Important
If you move to a location where the same type of object (KPI, Analysis, Dashboard…) and the same name exists, it will tell you whether to overwrite it or not.