Yeh, you can.
just change your name on your primary account,not on your sub-account(if u have 1)im from the UK,so i log on to central station and use my next slot,and put my new name on,and i keep my stats from my other account,but u can only change it three times per year!(in UK anyway),i changed mine here:
www.yourgamingname.com
hope this helps