Do you hear strange, repetitive sounds in your home? Sounds of things that couldn't possibly be happening? Like maybe piano-playing or children laughing?
You may be the victim of a residual haunting. This is no average paranormal infestation, but is instead a situation tied directly to the actual physical events that happened in the space. That makes it exceedingly tricky to handle from a parapsychological perspective.
See, a residual haunting is intrinsically tied to a terrible event that happened in the space, so it's tough to exorcise. There's no arguing with facts, after all, and if the fact is that something horrific happened where you live, well then you might have a non-negotiable mess on your hands.
If you're seeing children who really, really want to play or a grisly grey lady, don't panic. While these hauntings are tough to solve entirely, the spirits involved have no interest in interacting with people, so the trick is to simply act as though they're not happening.