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To efficiently utilize the advantages of orthogonal-frequency-division-multiplexing (OFDM) and wireless relay techniques, we propose the resource allocation schemes with statistical quality-of-service (QoS) guarantees for the wireless OFDM amplify-and-forward (AF) relay system in this paper. Firstly, we formulate the resource allocation problems for the wireless OFDM AF relay system with QoS guarantees as a nonconvex problem. Then by defining proper amplifier gain for the OFDM AF relay system, we transform the nonconvex problem into a convex problem, and thereby propose the suboptimal resource allocation scheme. Although the proposed resource allocation scheme is suboptimal, the numerical results show that the OFDM relay system applied with our scheme can achieve the significant effective capacity gain over the single-hop OFDM wireless system and the single-carrier wireless relay system with optimal resource allocation schemes. On the other hand, the numerical results also show that our proposed scheme outperforms other resource allocation schemes for the OFDM AF relay system.