I would think not since it's a warm climate plant that does not need a cold treatment to germinate. I've had the occasional seedling come up the following year, which would mean the odd fallen seed survived winter, but those are few and far between so maybe most don't make it through the winter. Generally the instructions for Celosia say to start indoors at fairly warm temperatures, or sow outdoors after the last frost. The plants themselves certainly can't take much cold.
