Sure–one way to do it is just to write out the loop:
julia> function loop(kfaux::KF)
for t in 40:100
for j in axes(kfaux.F, 2)
for i in axes(kfaux.F, 1)
kfaux.F[i, j, j] = kfaux.F[i, j, t - 1]
end
end
end
end
loop (generic function with 1 method)
julia> @btime loop($kfaux)
496.222 ns (0 allocations: 0 bytes)