**[anthology][1]**

> a book or other collection of selected writings by various authors, usually in the same literary form, of the same period, or on the same subject: *an anthology of Elizabethan drama; an anthology of modern philosophy.* 

There are different terms like **omnibus, bibliography, collection, novel sequence, roman-fleuve** as well.


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You might be asking for **narrative genres** also.

> A [narrative][2] (or play) is any account of **connected events, presented to a reader or listener in a sequence of written or spoken words**, or in a sequence of (moving) pictures.

>Narrative can be organized in a number of thematic and/or formal/stylistic categories:

 

>- non-fiction (e.g. New Journalism, creative non-fiction, biographies,
   and historiography);

> - fictionalized accounts of historical events (e.g. anecdotes, myths,
   and legends);

> - and **fiction proper (i.e. literature in prose, such as short stories
   and novels, and sometimes in poetry and drama, although in drama the
   events are primarily being shown instead of told).**

And here is a list of all literary genres which covers narrative genres:

http://en.wikipedia.org/wiki/List_of_literary_genres


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**[An explanation for your specific examples:][3]**

>**chronicle novel** <br>

> A long novel or connected sequence of novels in which the narrative recounts the fortunes of a family or similar group of recurring characters over many years, usually covering at least two generations. 

>This category of fiction overlaps with the **saga novel**, where the emphasis is on changes within a family; but where the story attempts to reflect typical developments in social history over a sustained period, the term ‘chronicle novel’ may be preferred, especially if the story's events are connected with notably historic dates and events.


  [1]: http://dictionary.reference.com/browse/anthology
  [2]: http://en.wikipedia.org/wiki/Narrative
  [3]: http://www.oxfordreference.com/view/10.1093/oi/authority.20110803095611345