Yes....the continuous shooting speed is mostly determined by the camera's internal buffer. As the camera shoots, the data is stored in the buffer before it's written to the card. So the card doesn't matter at all, until the buffer is filled. At which point, the write speed of the card will determine how fast you can continue shooting.
As mentioned, you can't change from an SD card to a CF card unless your camera has duel card slots....and the only cameras that I've seen with that feature, are the top end 'pro' models from Canon & (I think) Nikon.