  We consider a class of self-similar, continuous Gaussian processes that do
not necessarily have stationary increments. We prove a version of the
Breuer-Major theorem for this class, that is, subject to conditions on the
covariance function, a generic functional of the process increments converges
in law to a Gaussian random variable. The proof is based on the Fourth Moment
Theorem. We give examples of five non-stationary processes that satisfy these
conditions.
