Participants in the Women's Health Initiative Memory Study (WHIMS) have provided a trove of information. They completed monthly questionnaires and underwent cognitive tests. Those who showed significant decline were also tested for dementia.
Recently, researchers analyzed data from 7,444 participants over 65. They had followed the women an average of seven years. Their report was published online June 15, 2015, by Alzheimer's & Dementia.
They identified 802 women with significant cognitive decline, including 368 with mild cognitive impairment and 265 with dementia. They then compared sleep duration in women with and without cognitive decline. They found a 36% increased risk of cognitive decline in women who reported sleeping six or fewer hours a night and a 35% increased risk in those who said they slept longer than eight hours.
This is was an observational study, so it doesn't establish that too little or too much sleep causes dementia. But it suggests that if you aren't sleeping well, you should talk to your doctor.