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Assume that \\(P(| Z_ 0| >\\lambda ) = L_ 1(\\lambda )\\lambda ^ {-\\alpha }\\), \\(\\lim _ {\\lambda \\to \\infty } \\{P(Z_ 0>\\lambda )/P(| Z_ 0| >\\lambda )\\}=p\\), \\(\\lim _ {\\lambda \\to \\infty } \\{P(Z_ 0<-\\lambda )/P(| Z_ 0| >\\lambda )\\}=q\\) for some \\(\\alpha >1\\) and \\(0<p=1-q\\leq 1\\). Define \\(X_ n=\\mu +\\sum _ {j=-\\infty }^ {\\infty } \\varphi _ {n-j} Z_ j\\). Further assume that there exists a function \\(\\varphi (t)=L_ 2(t)t^ {-h}\\geq 0\\) with \\(h>\\max \\{\\alpha ^ {-1}, 0.5\\}\\) such that \\(\\lim _ {j\\to \\infty } \\{\\varphi _ j/\\varphi (j)\\} =\\xi _ +\\), \\(\\lim _ {j\\to \\infty } \\{\\varphi _ {-j}/\\varphi (j)\\} =\\xi _ -\\) for some \\(\\xi _ +,\\xi _ -\\geq 0\\). For \\(\\theta >\\mu \\) define \\(R_ n=\\sup \\{j-i: 0\\leq i<j\\leq n, (j-i)^ {-1} (X_ {i+1}+\\cdots +X_ j)>\\theta \\}\\). The variable \\(R_ n\\) can be called ``the length of a long strange interval''. The main result of the paper is a derivation of the asymptotic distribution of the appropriately normalized \\(R_ n\\). Roughly speaking, \\(R_ n\\) grows as \\(n^ {1/\\alpha h}\\) if \\(h<1\\) and as \\(n^ {1/\\alpha }\\) if 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