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Chazal give the following list of names for books of Tanach (Bava Basra 14b):

תנו רבנן סדרן של נביאים יהושע ושופטים שמואל ומלכים ירמיה ויחזקאל ישעיה ושנים עשר

A Braisa states: The order of the Prophets is Yehoshua, Shoftim, Shmuel, Melachim, Yirmiya, Yechezkel, Yeshaya, Shneim Asar

...

סידרן של כתובים רות וספר תהלים ואיוב ומשלי קהלת שיר השירים וקינות דניאל ומגילת אסתר עזרא ודברי הימים

The order of the Writings is Rus, Tehillim, Iyov, Mishlei, Koheles, Shir HaShirim, Kinnos, Daniel, Esther, Ezra, Divrei HaYamim.

Two of these books I've bolded: Shneim Asar in Neviim, and Kinnos in Kesuvim. The former we now call Trei Asar, in Biblical Aramaic - not even the Gemara Aramaic's Treisar. The latter we now call Eichah, presumably after its opening word. It's noteworthy that Chazal often refer to Tehillim as Tilim (ex. AZ 19b) - either shorthand or Aramaic, not sure which - but we now have reverted back to the former name.

When and why have we changed the names of these books?

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    Actually, each navi of the twelve has its own name and is its own sefer. It is just that this is the colloquial name since they are published together. – sabbahillel Aug 4 '17 at 1:20
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    @sabbahillel It's one Sefer that contains all of their prophecies bundled together. See the Gemaras in BB DoubleAA quoted. The division into twelve separate books is no different than the division of Shmuel, Melachim, Ezra, or Divrei HaYamim in half. – DonielF Aug 4 '17 at 3:06
  • @DonielF well it is different than those, since there are a few (3?) empty lines between each of the 12. – Heshy Aug 4 '17 at 12:43
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    possible dupe judaism.stackexchange.com/q/17023/759 Chazal also called books other names like Sefer Hapekudim etc. I don't know why you think any book has a canonical name. Some names are more popular in different contexts. – Double AA Aug 4 '17 at 12:49

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