The Percy Jackson and the Olympians, The Heroes of Olympus, and The Trials of Apollo are definitely in the same universe – they center on Camp Half-Blood.
In The Kane Chronicles, we can conclude that they are in the same universe, given that there are no less than three crossover stories with PJO - The Son of Sobek, The Staff of Serapis, and The Crown of Ptolemy - combined with these quotes:
”So you can’t live in Manhattan?” she asked.
Amos’s brow furrowed as he looked across at the Empire State Building. “Manhattan has other problems. Other gods. It’s best we stay separate.”
-The Red Pyramid, chapter 5
And sometimes when I looked across the water, I could swear I was seeing things. Sadie laughed about it, but once I thought I saw a flying horse.
--The Throne of Fire, chapter 6
Combined with the fact that Drew Tanaka and Lacy from The Lost Hero make an appearance in The Serpent’s Shadow, we can conclude that The Kane Chronicles is set it the same universe.
And now for Magnus Chase and the Gods of Asgard.
This one is a fairly easy yes, given that Magnus is Annabeth’s cousin, and that Annabeth, Frederick, and Percy Jackson1 appear in Magnus Chase, and that Apollo’s fall was mentioned to Magnus, and that Annabeth keeps disappearing in The Trials of Apollo for ‘family reasons’.
1As evidenced by the fact that at the end of The Hammer of Thor Annabeth says that ‘I think it’s time for you to meet Percy Jackson’.
As an aside, the Riordan Wiki, which I frequently visit/edit, has a list of all series interactions that's worth taking a peek at.