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multifractional Rosenblatt process with Hurst function \\(H\\) is defined by NEWLINE\\[NEWLINE X_t = \\iint_{\\mathbb{R}^2} \\int_0^t (s-x)_+^{H(t)/2-1} (s-y)_+^{H(t)/2-1} ds \\, W(dx) W(dy), \\quad 0 \\leq t \\leq T, NEWLINE\\]NEWLINE where \\(\\iint f(x,y) W(dx) W(dy)\\) denotes double Wiener integral. 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