The inclusive pion double charge exchange (DCX) on oxygen nuclei has been measured in the region where additional pion production is kinematically forbidden. The experiment was performed at ITEP PS at incident pi- kinetic energies T_0= 0.59, 0.75 and 1.1 GeV. The integrated forward differential cross section was found to decrease with energy slowly. At 1.1 GeV it exceeds the theoretical prediction within the conventional sequential single charge exchange mechanism with a neutral pion in the intermediate state (Glauber elastic rescattering) by about half an order of magnitude. The sequential mechanism with two pions in the intermediate state (Glauber inelastic rescatterings), which was proposed recently, seems to be able to explain the observed slow energy dependence and allows to predict the DCX cross section for higher energies.