Long sleeves are kosher.
Short sleeves show up a lot, but in photos, unless they are very well ID'd, we don't know whether it's a summer or winter photo (my bet is, many studio images are spring/summer images, as the light is better and looooonger at that time of year--without easily controlled artificial light, summer light is the most secure a photographer can have in his studio, so we may see a disproportionate number of infants in summer weight dresses. Just a working hypothesis right now. It may change in 5 years.
Long "bishop" (gathered at the wrist) or coat sleeves, or the plain, unshaped narrow sleeves are all perfectly acceptable from what I've encountered in originals, diagrams, and engravings. I'll see what I can dig up and attach to another message from my digital picture files.