In multi-cellular WiMAX systems based on orthogonal frequency-division multiple-access (OFDMA), the training preamble is chosen from a set of known sequences so as to univocally identify the transmitting base station. Therefore, in addition to timing and frequency synchronization, preamble index identification is another fundamental task that a mobile terminal must successfully complete before establishing a communication link with the base station. In this work we investigate the joint maximum likelihood (ML) estimation of the carrier frequency offset (CFO) and preamble index in a multicarrier system compliant with the WiMAX specifications, and derive a novel expression of the relevant Cramer-Rao bound (CRB). Since the exact ML solution is prohibitively complex in its general formulation, suboptimal algorithms are developed which can provide a reasonable trade-off between estimation accuracy and processing load. Specifically, we show that the fractional CFO can be recovered by combining the ML estimator with an existing algorithm that attains the CRB in all practical scenarios. The integral CFO and preamble index are subsequently retrieved by a suitable approximation of their joint ML estimator. Compared to existing alternatives, the resulting scheme exhibits improved accuracy and reduced sensitivity to residual timing errors. The price for these advantages is a certain increase of the system complexity