Musnad Ahmad 626:41

Hashim ibn al-Qasim narrated to us, al-Mubarak narrated to us, he said: Ziyad ibn Jubayr informed me, my father informed me, from al-Mughirah ibn Shu'bah, from the Prophet, peace and blessings of Allah be upon him, who said: "The rider [should be] behind the funeral procession, and the walker [should be] in front of it, near its right side or its left side. And the miscarried fetus, prayer is performed over it, and forgiveness and mercy are invoked for its parents."