Investigations about the intrinsic brain organization in resting-state are critical for the understanding of healthy, pathological and pharmacological cerebral states. Recent studies on fMRI suggest that resting state activity is organized on large scale networks of coordinated activity, in the so called, Resting State Networks (RSNs). The assessment of the interactions among these functional networks plays an important role for the understanding of different brain pathologies. Current methods to quantify these interactions commonly assume that the underlying coordination mechanisms are stationary and linear through the whole recording of the resting state phenomena. Nevertheless, recent evidence suggests that rather than stationary, these mechanisms may exhibit a rich set of time-varying repertoires. In addition, these approaches do not consider possible non-linear relationships maybe linked to feed-back communication mechanisms between RSNs. In this work, we introduce a novel approach for dynamical functional network connectivity for functional magnetic resonance imaging (fMRI) resting activity, which accounts for non-linear dynamic relationships between RSNs. The proposed method is based on a windowed distance correlations computed on resting state time-courses extracted at single subject level. We showed that this strategy is complementary to the current approaches for dynamic functional connectivity and will help to enhance the discrimination capacity of patients with disorder of consciousness.