TL;DR: Probably not, but you could still make it work if you played around with human history enough.
Most anything can be domesticated, and the criteria for early people domesticating an animal really boil down to economy rather than behavior, which changes as both sides gradually adapt their lifestyles around each other. It also heavily relies on culture: not every animal that can be domesticated will be domesticated, otherwise we'd see independent events all over the place very early on.
It's important to note that the first domesticated megafauna were not ridden or put to harness. Even horses were simply livestock in the beginning. After some generations, they became more amenable to carrying packs or even pulling things, and horses developed strong enough backs to be ridden for longer periods of time.
Riding, specifically, will require a minimum wild-type weight to be physically possible. Most animals seem to be able to comfortably carry 20-30% of their weight; this is true for horses, llamas, goats, and dogs. I can't find anything immediate for cattle, although yaks carry about this percentage for long distances and can carry nearly their entire body weight for short trips.
Usage in battle may require a social structure that allows themselves to follow the herd and listen to the rider in stressful situations (donkeys lack this, and will freeze up or flee a battle). And the additional economic factor here would be their performance: speed, stamina, agility etc.
Now, let's look at your antelope. The Arabian oryx and addax are immediately out; a wild Arabian oryx would barely exceed 200 lbs and the heaviest addax barely reaches 300. This is smaller, on average, than the guanaco whose maximum weight goes just over 310. Even llamas, slightly larger, can only carry about 90-100 lbs.
Your strongest contenders for weight are the gemsbok (460-530 lbs - max weight for females vs males) and the scimitar-horned oryx (309 - 460 lbs). The wild-types of both animals are still too lightweight to support a fully grown human. With sufficient selective breeding, they may reach such a size, though it might be difficult. It's hard to find trustworthy data on tarpan weight per se, but a description of the height of the last living tarpan was measured at about 13 hands, which means we can make a semi-educated guess it weighed anywhere from 638 to 770 pounds.
So, both of those will have an even larger curve than horses, but potentially within the range of possibility. The most realistic path to reach this weight would be if they were first bred for food, then pack (or both), potentially even draft (not an option if you already have cows), and bred for size on all of those factors before someone has the insane idea of breaking one to ride.
Both the scimitar oryx and gemsbok seem to have appreciable herd structures; they're very similar to how horses and cattle conduct themselves. They definitely appear very close knit and could be efficiently herded, make good caravans (though, again, donkeys got by for both of those without having such a strong herd structure) and may conduct themselves well enough in war assuming one was large and strong enough to ride.
It would be a stretch, but I'm not saying it's impossible. What will complicate things is that looming economical factor. IOTL, we already had goats and cattle for food and labor. The oryx was only tamed for ceremonial use and for show, though I'm sure it was eaten at some point. Since you won't be able to use these antelope for riding immediately, you'd need them for the same roles already occupied by other animals that have already been domesticated. People will trust an ox over an oryx to pull a plow or transport goods, would rather milk a goat than a gemsbok cow, and will just generally have an easier time with their domestic animals than the wild ones, forgetting entirely what it was like when their ancestors were first making use of the aurochs and ibex. Get rid of those, you might see them with other animals.
If you want to domesticate antelope, you're not exactly limited to these guys. There are other antelope slightly larger, such as the roan, sable, kudu, and wildebeest, and at least two large enough to ride already: the nilgai and eland. Those two I think have the best chance, and I've written very favorably of elands myself in this post.