docs: def stationary_coefficients(self, j, coeff_type='ma'):
          """
          Wold representation moving average or VAR coefficients for the
          steady state Kalman filter.
  
          Parameters
          ----------
          j : int
              The lag length
          coeff_type : string, either 'ma' or 'var' (default='ma')
              The type of coefficent sequence to compute.  Either 'ma' for
              moving average or 'var' for VAR.
          """
          # == simplify notation == #
          A, G = self.ss.A, self.ss.G
          K_infinity = self.K_infinity
          # == compute and return coefficients == #
          coeffs = []
          i = 1
          if coeff_type == 'ma':
              coeffs.append(np.identity(self.ss.k))
              P_mat = A
              P = np.identity(self.ss.n)  # Create a copy
          elif coeff_type == 'var':
              coeffs.append(dot(G, K_infinity))
              P_mat = A - dot(K_infinity, G)
              P = np.copy(P_mat)  # Create a copy
          else:
              raise ValueError("Unknown coefficient type")
          while i <= j:
              coeffs.append(dot(dot(G, P), K_infinity))
              P = dot(P, P_mat)
              i += 1
          return coeffs