parameter cannot be found: AllowedAuthenticationClassReferences

I posted my question earlier in this forum, but it was suggested to ask my question here.

I'm in the process of configuring automatic device registration in Azure AD. The steps are described in https://msdn.microsoft.com/en-us/library/azure/dn935033.aspx

One of the steps is to configure an additional Azure Active Directory relying party trust Authentication Class Reference with the PowerShell command: 

Set-AdfsRelyingPartyTrust-TargetName'Microsoft Office 365 Identity Platform'-AllowedAuthenticationClassReferences wiaormultiauthn

With this command I receive the following error:

Set-ADFSRelyingPartyTrust : A parameter cannot be found that matches parameter name 'AllowedAuthenticationClassReferences'.
At line:1 char:80
+ Set-AdfsRelyingPartyTrust -TargetName 'Microsoft Office 365 Identity Platform' - ...
+
  ~
    + CategoryInfo          : InvalidArgument: (:) [Set-ADFSRelyingPartyTrust]
   , ParameterBindingException
    + FullyQualifiedErrorId : NamedParameterNotFound,Microsoft.IdentityServer.

   PowerShell.Commands.SetRelyingPartyTrustCommand

We are running ADFS 2.0 on Windows 2008 R2. 

Anyone has a clue of what is causing this?