The French have a name for it: a novel that tells the story of an individual, family, or society across several generations. It’s a roman-fleuve.
Merriam-Webster offers its official definition of roman-fleuve.
Wikipedia discusses the roman-fleuve within the post on “novel sequences” and offers examples.
A.Word.A.Day explains that the word comes from the French words roman (novel) and fleuve (river). Its earliest document use in English is 1936, although they were being written earlier than that.
A thirteen-second YouTube video will teach you how to say it with impeccable French pronunciation.
Finally, author Jeffrey Archer recommends ten romans-fleuves (note the plural).