Orthogonal Frequency Division Multiplexing (OFDM) is an emerging multi-carrier modulation scheme, which has been adopted for several wireless standards such as IEEE 802.11a and HiperLAN2. A well-known problem of OFDM is its sensitivity to frequency offset between the transmitted and received carrier frequencies. This frequency offset introduces inter-carrier interference (ICI) in the OFDM symbol. This paper investigates three methods for combating the effects of ICI: ICI self-cancellation (SC), maximum likelihood (ML) estimation, and extended Kalman filter (EKF) method. These three methods are compared in terms of bit error rate performance.