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Tracking of the carrier frequency offset (CFO) is a crucial issue in the implementation of OFDM systems. Several tracking schemes have been proposed for the 802.11a (WiFi) or DVB-T standards, but almost no frequency tracking studies are available for the more recent 802.16-2004 (WiMAX) wireless communication standard. This work adapts two known tracking techniques, a classic pilot-based scheme and a decision-directed scheme based on two tracking loops, to the WiMAX standard. In addition, two new tracking techniques aimed at, either improving performance or reducing the required computational resources at no performance loss, are also presented: an alternative pilot-based scheme and a decision-directed approach based on a single tracking loop. A comparative evaluation of all these schemes for the WiMAX standard is presented for the first time for both Gaussian and Rayleigh channels. Results show that decision-directed schemes behave better with both types of channels for a target raw BER of 10-4. In fact, the classic pilot-based scheme provides very poor BER performance and it is clearly surpassed by the proposed pilot-based approach. Among the preferred decision-directed techniques, it is shown that the new proposed scheme requires less than half of the computational resources that the double loop scheme and obtains almost the same performance in realistic conditions.