Somewhere In the official docs, there's your answer in the yield function:
yield( get_node("AnimationPlayer"), "finished" )
For your example, it'll look like :
onready var player = get_node("AnimationPlayer")
func do_my_animation_sequence:
player.play("anim_1")
yield( player, "finished" )
player.play("anim_2")
yield( player, "finished" )
player.play("anim_3")
...