Mo. Rev. Stat. § 475.040
If it appears to the court, acting on the petition of the guardian, the conservator, the respondent or of a ward over the age of fourteen, or on its own motion, at any time before the termination of the guardianship or conservatorship, that the proceeding was commenced in the wrong county, or that the domicile of the ward or protectee has changed to another county, or in case of conservatorship of the estate that it would be for the best interest of the ward or disabled person and his estate, the court may order the proceeding with all papers, files and a transcript of the proceedings transferred to the probate division of the circuit court of another county. The court to which the transfer is made shall take jurisdiction of the case, place the transcript of record and proceed to the final settlement of the case as if the appointment originally had been made by it.
§ 475.040, RSMo