On second thought, comparing TIME fields can be tricky if the current "session time zone offset" is nonzero. In general, you are probably more likely to get the results you expect if you CAST to CHAR or EXTRACT the time components and do a numeric comparision. For example:
where cast(cast(start_tmstp as time(0) format 'hh:mi:ss') as char(8)) between '00:00:00' and '04:59:59'
where 10000*extract(hour from start_tmstp)+100*extract(minute from start_tmstp)+extract(second from start_tmstp) between 000000 and 045959
or even, for this specific case, just where extract(hour from start_tmstp) between 0 and 4
sel* from entry where start_tmstp in ( case when cast(cast(extract( hour from start_tmstp)||':'||Trim(extract( Minute from start_tmstp)) ||':'||Trim(extract( second from start_tmstp)) as time(6))-cast('12:00:00' as time(6)) as time(6)) < cast('5:00:00' as time(6)) then 'Y' else 'N' end)
Time is 12:00 is taken because
(file arrival time - 12:00 )should not be greater than 5 hours .