If you intended to have your child baptized, your local ordinary may allow a funeral:
“The local ordinary can permit children whom the parents intended to baptize but who died before baptism to be given ecclesiastical funerals.” (Code of Canon Law, Canon 1183.2)
It is not required that you have a funeral, but the option is open to you. The Funeral Rite for Infants is able to be used for any child, regardless of age. You can request a funeral and/or burial service through your parish priest or pastoral associate if you have your child’s body; if not, or if the death occurred some time ago, you are still welcome to ask for a memorial service. This can often take place in your own home, if you prefer. Support in these ways can help you, as well as others you include, acknowledge and contemplate the meaning your child’s life and death. Regardless of what you choose to do, remember that every single child is sacred and loved by God.