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We consider single-carrier and single-user transmissions over a frequency-selective channel. We address the problem of joint estimation of the channel and the carrier frequency offset using a known training sequence (TS). Since in general the TS that is optimum for CFO estimation is not optimum for channel estimation, here we design the TS to minimize the mean-square error on the soft estimates of the data symbols obtained using a Wiener equalizer after CFO compensation. Our design results apply to the general scenarios of correlated and/or Ricean channel taps. Simulations measuring the bit error rate show an interesting gain when using the proposed training schemes in lieu of standard schemes.