Pilot sequence design over doubly selective channels (DSC) is challenging due to the variations in both the time- and frequency-domains. Against this background, the contribution of this paper is twofold: Firstly, we investigate the optimal sequence design criteria for efficient channel estimation in orthogonal frequency division multiplexing systems under DSC. Secondly, to design pilot sequences that can satisfy the derived criteria, we propose a new metric called oversampled ambiguity function (O-AF), which considers both fractional and integer Doppler frequency shifts. Optimizing the sidelobes of O-AF through a modified iterative twisted approximation (ITROX) algorithm, we develop a new class of pilot sequences called ``oversampled low ambiguity zone (O-LAZ) sequences". Through numerical experiments, we evaluate the efficiency of the proposed O-LAZ sequences over the traditional low ambiguity zone (LAZ) sequences, Zadoff-Chu (ZC) sequences and m-sequences, by comparing their channel estimation performances over DSC.