1. A collection of books; a library.
2. A catalog of books.
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.
You might be asking for narrative genres also.
A narrative (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
An explanation for your specific examples:
chronicle novel
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.