AFAIK, it's not possible to get a native missed call notification without the phone knowing it got a call (it must be connected to the cellular network with enough signal strength to receive the call). This is not a limitation of the device; it's just not possible to know there was a call if there is no connection to the cellular network when the call occurs. I am not aware of (nor can I find any information on) a feature of GSM that queues a notification to the device for an unanswered call event.

From some quick research, a few carriers offer a missed call alert via SMS at a cost. That would just show as a regular SMS, not a missed call notification, though.