Since “Events Archive” isn’t a string that Event Espresso normally outputs anywhere, this might be something your theme is adding. Is there a place we can download a copy of the WordPress you’re using so we can investigate further?
Update: Garth astutely pointed out to me that your site has the Canvas theme, and I happen to have a copy of Canvas! So that’s something that can be changed via a small function added to your child theme’s functions.php files.
For example, if you want to change it to say “Upcoming Events”, your code will be this:
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