Been by this a few time searching my self. But got it to work now.
Best guess is that your tileset don't have 7 or 8 tiles.
I got the following code to work:
TiledMapTileLayer layer = (TiledMapTileLayer) map.getLayers().get(0);
TiledMapTileSet tileset = map.getTileSets().getTileSet(0);
Array<StaticTiledMapTile> at = new Array<StaticTiledMapTile>();
if (tileset.getTile(0) != null) at.add((StaticTiledMapTile) tileset.getTile(0));
if (tileset.getTile(1) != null) at.add((StaticTiledMapTile) tileset.getTile(1));
if (tileset.getTile(2) != null) at.add((StaticTiledMapTile) tileset.getTile(2));
if (tileset.getTile(3) != null) at.add((StaticTiledMapTile) tileset.getTile(3));
layer.getCell(2, 2).setTile(new AnimatedTiledMapTile(0.3f, at));
Only getTile(1) and getTile(2) was != null - I only had 2 tiles. (my trouble was that getTile(0) wasnt the first tile.. getTile(1) was!)