Orthogonal frequency division multiplexing (OFDM) is sensitive to carrier frequency offset (CFO) that causes intercarrier interference (ICI). In this paper, we present two schemes for the CFO estimation, which are based on rejection sampling (RS) and a form of particle filtering (PF) called kernel smoothing technique, respectively. The first scheme is offline estimation, where the observations contained in the OFDM training symbol are treated in the batch mode. The second scheme is online estimation, where the observations in the OFDM training symbol are treated in the sequential manner. Simulations are provided to illustrate the performances of the schemes. Performance comparisons of the two schemes and with other Bayesian methods are provided. Simulation results show that the two schemes are effective when estimating the CFO and can effectively combat the effect of ICI in OFDM systems.