Yes, it is possible. You have to add an EventHandler "IncomingMissile" into your script (best way is into init.sqs) :
chopperName addEventHandler ["IncomingMissile",{_this exec "myscript.sqs"}]
The myscript.sqs (script's name is irrelevant) gets 3 arguments from this handler :
1. _this Select 0 = name of the chopper
2. _this Select 1 = type of approaching missile/ammo
3. _this Select 2 = name of a shooter which has shot off the missile
The EventHandler calls myscript.sqs right away after the shooter shoots off the missile. Therefor you can place into the script any possible code, which will alert the pilot of an incoming missile and locates the shooter as well.
Unfortunately missiles are so fast that would be very hard to react even if you know that some danger is coming.
But I'm afraid it's impossible to track the missile during its flight, because there's no way how to get an object name of that missile and therefor you couldn't use GetPos, Position or Distance command (just my opinion, I haven't tried it).