Musannaf Ibn Abi Shayba 3:2393

Waki’ narrated to us, from Sufyan, from Ja’far ibn Burqan, from al-Zuhri, regarding a man who entered [the prayer] with a group for Dhuhr, while it was ‘Asr for them. He said: He should begin with that which Allah began with; he should pray Dhuhr, then he should pray ‘Asr.