Well, I don't know for sure, but in theory (as all the GSM chips are proprietary) when turned-off (but still powered by the battery), the processor can wake up periodically, check for a secret signal, then activate (send a small ACK to the tower or even turn on the microphone) once it's recieved. Technically it's very much possible.
There is reason to believe phones have been remotely hacked by law enforcement using carrier credentials to leave the cellular radio running and registering with the cell network even after the off button has been pushed and the phone appears to be off.